We study semiparametric efficiency bounds and efficient estimation of parameters defined through general moment restrictions with missing data. Identification relies on auxiliary data containing information about the distribution of the missing variables conditional on proxy variables that are...

This paper deals with a special case of estimation with groupeddata, where the dependent variable is only available for groups,whereas the endogenous regressor(s) is available at the individuallevel. In this situation, the solution adopted by researchers is toaggregate the individual data and...