This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of … semiparametric panel data models and semiparametric two stage plug-in problems. As an example, we compute the efficiency bound for a … achieves the semiparametric efficiency bound. -- Sequential moment models ; Semiparametric efficiency bounds ; Optimally …

In this note, we characterize the semiparametric efficiency bound for a class of semi- parametric models in which the … achieve the efficiency bound, where the nuisance functions could be estimated via any consistent non- parametric procedures in … the first step. Regardless of whether the efficiency bound has a closed form expression or not, we provide easy …

we characterize the semiparametric efficiency bound for this class of models. We show that semiparametric two …-step optimally weighted GMMestimators achieve the efficiency bound, where the nuisance functions could be estimated via any … consistent nonparametric methods in the first step. Regardless of whether the efficiency bound has a closed form expression or …