Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors

Thomas A. Severini and Gautam Tripathi
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Thomas A. Severini: Institute for Fiscal Studies

No CWP13/07, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract:

The main objective of this paper is to derive the efficiency bounds for estimating certain linear functionals of an unknown structural function when the latter is not itself a conditional expectation.

Date: 2007-05-30
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Related works:
Journal Article: Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors (2012)
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