A SEMIPARAMETRIC EFFICIENCY BOUND OF A DISEQUILIBRIUM MODEL WITHOUT OBSERVED REGIME

Authors
AI CR
Citation
Cr. Ai, A SEMIPARAMETRIC EFFICIENCY BOUND OF A DISEQUILIBRIUM MODEL WITHOUT OBSERVED REGIME, Journal of econometrics, 62(2), 1994, pp. 143-163
Citations number
5
Categorie Soggetti
Social Sciences, Mathematical Methods",Economics,"Mathematical, Methods, Social Sciences
Journal title
Journal of econometrics → ACNP
ISSN journal
03044076
Volume
62
Issue
2
Year of publication
1994
Pages
143 - 163
Database
ISI
SICI code
0304-4076(1994)62:2<143:ASEBOA>2.0.ZU;2-J
Abstract
This paper applies Begun's representation theorem to a disequilibrium model without observed regime and derives the explicit expression for the semiparametric efficiency bound.