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A semiparametric efficiency bound of a disequilibrium model without observed regime

Ai, Chunrong - In: Journal of econometrics 62 (1994) 2, pp. 143-163

Persistent link: https://www.econbiz.de/10001162305

A modified average derivatives estimator

Ai, Chunrong - In: Econometric reviews 20 (2001) 1, pp. 113-131

Persistent link: https://www.econbiz.de/10001582465

On public capital analysis with state data

Ai, Chunrong - In: Economics letters 57 (1997) 2, pp. 209-212

Persistent link: https://www.econbiz.de/10001235616

De l'efficacité allocative des contrats agricoles : Cheung avait-il raison?

Ai, Chunrong - In: Revue d'économie du développement : revue trimestrielle 5 (1997) 2, pp. 103-127

Persistent link: https://www.econbiz.de/10001338385

Estimation of a fixed effects bivariate censored regression model

Ai, Chunrong - In: Economics letters 40 (1992) 4, pp. 403-406

Persistent link: https://www.econbiz.de/10001151308

Estimation of some partially specified nonlinear models

Ai, Chunrong - In: Journal of econometrics 76 (1997) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10001211374

A diagnostic test without numerical integration

Ai, Chunrong - In: Economics letters 42 (1993) 2, pp. 129-132

Persistent link: https://www.econbiz.de/10001148257

A semiparametric maximum likelihood estimator

Ai, Chunrong - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 4, pp. 933-963

Persistent link: https://www.econbiz.de/10001221880

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

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