Showing 1 - 10 of 12
Persistent link: https://www.econbiz.de/10001473650
Persistent link: https://www.econbiz.de/10001381656
Persistent link: https://www.econbiz.de/10001605472
Persistent link: https://www.econbiz.de/10001777565
Persistent link: https://www.econbiz.de/10002095870
Persistent link: https://www.econbiz.de/10003351982
Persistent link: https://www.econbiz.de/10003563522
Often semiparametric estimators are asymptotically equivalent to a sample average. The object being averaged is referred to as the influence function. The influence function is useful in formulating primitive regularity conditions for asymptotic normality, in efficiency comparions, for bias...
Persistent link: https://www.econbiz.de/10011304726
There are many interesting and widely used estimators of a functional with finite semi-parametric variance bound that depend on nonparametric estimators of nuisance func-tions. We use cross-fitting to construct such estimators with fast remainder rates. We give cross-fit doubly robust...
Persistent link: https://www.econbiz.de/10011758040
We derive general, yet simple, sharp bounds on the size of the omitted variable bias for a broad class of causal parameters that can be identified as linear functionals of the conditional expectation function of the outcome. Such functionals encompass many of the traditional targets of...
Persistent link: https://www.econbiz.de/10012800720