A survey of semiparametric efficiency bounds for some microeconometric models

In this survey, we evaluate estimators by comparing their asymptotic variances. The role of the effciency bound, in this context, is to give a lower bound to the asymptotic variance of an estimator. An estimator with asymptotic variance equal to the efficiency bound can therefore be said to be asymptotically efficient. These bounds are also useful for understanding how the features of a given model affect the accuracy of parameter estimation.

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Year of publication:	2013
Authors:	Severini, Thomas A ; Tripathi, Gautam
Institutions:	Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
Subject:	Efficiency bounds \| Semiparametric models

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Extent:	application/pdf
Series:	CREA Discussion Paper Series.
Type of publication:	Book / Working Paper
Classification:	C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011095273