EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS

Jacho-Ch?vez, David T.
Authors registered in the RePEc Author Service: David Tomás Jacho-Chávez ()

Econometric Theory, 2009, vol. 25, issue 03, pages 847-855

Abstract: Consider the unconditional moment restriction E[m(y, 0)/fV|w ( s (w; ) and s( , ) 0 can have is calculated when fV|w( plug-in 0 constructed from this type of moment restriction, such as Lewbel (1998, Econometrica 66, 105 806), are semiparametric efficient.

Date: 2009

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