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A modified average derivatives estimator
Ai, Chunrong - In: Econometric reviews 20 (2001) 1, pp. 113-131
Persistent link: https://www.econbiz.de/10001582465
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Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong; Chen, Xiaohong - 2009
This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential moment restrictions containing unknown functions. Our results extend those of Chamberlain (1992b) and Ai and Chen (2003) for semiparametric conditional moment restriction...
Persistent link: https://www.econbiz.de/10010288401
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Efficient estimation of models with conditional moment restrictions containing unknown functions
Ai, Chunrong; Chen, Xiaohong - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 6, pp. 1795-1843
Persistent link: https://www.econbiz.de/10001841364
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Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions
Ai, Chunrong; Chen, Xiaohong - 2009
This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential moment restrictions containing unknown functions. Our results extend those of Chamberlain (1992b) and Ai and Chen (2003) for semiparametric conditional moment restriction...
Persistent link: https://www.econbiz.de/10014203169
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Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong; Chen, Xiaohong - 2009
This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential moment restrictions containing unknown functions. Our results extend those of Chamberlain (1992b) and Ai and Chen (2003) for semiparametric conditional moment restriction...
Persistent link: https://www.econbiz.de/10003899088
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The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong; Chen, Xiaohong - In: Journal of econometrics 170 (2012) 2, pp. 442-457
Persistent link: https://www.econbiz.de/10009686778
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A semiparametric derivative estimator in log transformation models
Ai, Chunrong; Norton, Edward C. - In: The econometrics journal 11 (2008) 3, pp. 538-553
Persistent link: https://www.econbiz.de/10003802373
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Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong; Chen, Xiaohong - 2009
Persistent link: https://www.econbiz.de/10003885046
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Seminonparametric maximum likelihood estimation of conditional moment restriction models
Ai, Chunrong - In: International economic review 48 (2007) 4, pp. 1093-1118
Persistent link: https://www.econbiz.de/10003612481
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Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
Ai, Chunrong; Chen, Xiaohong - In: Journal of econometrics 141 (2007) 1, pp. 5-43
Persistent link: https://www.econbiz.de/10003571247