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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… Click to show full 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.
Keywords:
semiparametric efficiency;
models nonparametric;
efficiency bounds;
bounds linear;
efficiency;
linear models
Journal Title: Economics Letters
Year Published: 2019
Link to full text (if available)
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Journal Title: Economics Letters
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!