The influence function of semiparametric two-step estimators with estimated control variables

Jinyong Hahn, Zhipeng Liao, Geert Ridder and Ruoyao Shi

Economics Letters, 2023, vol. 231, issue C

Abstract: We derive the influence function for two-step estimators with estimated control variables. We adopt a weaker identification assumption than is commonly used in the literature, and as a consequence, an extra term shows up in the influence function.

Keywords: Control variable approach; Index restriction; Influence function; Semiparametric two-step estimation (search for similar items in EconPapers)
JEL-codes: C14 C31 C32 (search for similar items in EconPapers)
Date: 2023
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Related works:
Working Paper: The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables (2021)
Working Paper: The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables (2021)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003026

DOI: 10.1016/j.econlet.2023.111277

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