A simple derivation of the efficiency bound for conditional moment restriction models
Year of publication: |
January 2016
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Authors: | Sueishi, Naoya |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 138.2016, p. 57-59
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Subject: | Conditional moment restrictions | Empirical likelihood | Fisher information | Least favorable submodel | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Nichtparametrisches Verfahren | Nonparametric statistics |
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