A simplified approach to computing efficiency bounds in semiparametric models

Citation
Ta. Severini et G. Tripathi, A simplified approach to computing efficiency bounds in semiparametric models, J ECONOMET, 102(1), 2001, pp. 23-66
Citations number
30
Categorie Soggetti
Economics
Journal title
JOURNAL OF ECONOMETRICS
ISSN journal
03044076 → ACNP
Volume
102
Issue
1
Year of publication
2001
Pages
23 - 66
Database
ISI
SICI code
0304-4076(200105)102:1<23:ASATCE>2.0.ZU;2-B
Abstract
Using some standard Hilbert space theory a simplified approach to computing efficiency bounds in semiparametric models is presented. We use some inter esting examples to illustrate this approach and also obtain some results wh ich seem to be new to the literature. (C) 2001 Elsevier Science S.A. All ri ghts reserved.