Allowing for misspecification in the linear conditional quantile function, this paper provides a new interpretation and … attractive features of ordinary least squares: interpretability and semiparametric efficiency under misspecification. …

the merits of this new approach in solving model misspecification and heterogeneity problems …

on the missing values. However, recent studies suggest that responses to unfolding brackets can lead to a type of bias as …

error times a critical value that takes into account the potential bias from misspecification of the moment conditions. In … order to optimize performance under potential misspecification, the weighting matrix for this GMM estimator takes into … account this potential bias and, therefore, differs from the one that is optimal under correct specification. To formally show …

have smaller bias that is flatter as a function of first step smoothing leading to improved small sample properties. Series …

bias and so are important when the first step is machine learning. We derive LR moment conditions for dynamic discrete …