A survey of semiparametric efficiency bounds for some microeconometric models
Thomas A Severini () and
Gautam Tripathi ()
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Thomas A Severini: Northwestern University, Evanston, USA
CREA Discussion Paper Series from Center for Research in Economic Analysis, University of Luxembourg
In this survey, we evaluate estimators by comparing their asymptotic variances. The role of the effciency bound, in this context, is to give a lower bound to the asymptotic variance of an estimator. An estimator with asymptotic variance equal to the efficiency bound can therefore be said to be asymptotically efficient. These bounds are also useful for understanding how the features of a given model affect the accuracy of parameter estimation.
Keywords: Efficiency bounds; Semiparametric models (search for similar items in EconPapers)
JEL-codes: C14 (search for similar items in EconPapers)
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