Computing semiparametric efficiency bounds in linear models with nonparametric regressors
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DOI: 10.1016/j.econlet.2019.108673
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… read more here.
Keywords: semiparametric efficiency; models nonparametric; efficiency bounds; bounds linear ... See more keywords