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Semiparametric efficiency in GMM models with auxiliary data
Semiparametric efficiency bounds GMM measurement error missing data auxiliary data sieve estimation
2010/4/29
We study semiparametric efficiency bounds and efficient estimation
of parameters defined through general moment restrictions with
missing data. Identification relies on auxiliary data containing inf...
R-Estimates vs. GMM：A Theoretical Case Study of Validity and Efficiency
Attributable effects efficiency robustness generalized method of moments group rank test
2010/4/26
What role should assumptions play in inference?We present
a small theoretical case study of a simple, clean case, namely the nonparametric
comparison of two continuous distributions using (essential...