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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.

New Economics Papers: this item is included in nep-ecm
Date: 2007-05-30
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http://cemmap.ifs.org.uk/wps/cwp1307.pdf (application/pdf)

Related works:
Journal Article: Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors (2012) Downloads
Working Paper: Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors (2007) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:ifs:cemmap:13/07

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