Semiparametric Efficiency of GMM under Approximate Constraints

Details Semiparametric Efficiency of GMM under Approximate Constraints Semiparametric Efficiency of GMM under Approximate Constraints

2010-11-22

arxiv.org/abs/1011.4881v2

Mathematics

Statistics Theory

Scientific paper

Generalized empirical likelihood and generalized method of moments are well spread methods of resolution of inverse problems in econometrics. Each method defines a specific semiparametric model for which it is possible to calculate efficiency bounds. By this approach, we provide a new proof of Chamberlain's result on optimal GMM. We also discuss conditions under which GMM estimators remain efficient with approximate moment constraints.

Affiliated with

Also associated with

No associations

Rating

Semiparametric Efficiency of GMM under Approximate Constraints does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Semiparametric Efficiency of GMM under Approximate Constraints, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Semiparametric Efficiency of GMM under Approximate Constraints will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-657908