Computing semiparametric efficiency bounds in linear models with nonparametric regressors

Andres Aradillas-Lopez

Economics Letters, 2019, vol. 185, issue C

Abstract: We use the computational method proposed by Severini and Tripathi (2001) to obtain semiparametric efficiency bounds in linear models with nonparametric regressors in the form of conditional expectations. Examples include social-interaction models. Explicit efficiency bounds for these models, with the degree of generality assumed here, had not been described before.

JEL-codes: C14 (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303362

DOI: 10.1016/j.econlet.2019.108673

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