Ichimura, Hidehiko; Newey, Whitney K. - In: Quantitative Economics 13 (2022) 1, pp. 29-61
There are many economic parameters that depend on nonparametric first steps. Examples include games, dynamic discrete … nonparametric first steps. We give explicit influence functions for first steps that satisfy exogenous or endogenous orthogonality … estimates in a gasoline demand application.There are many economic parameters that depend on nonparametric first steps. Examples …