This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of … (2003) for semiparametric conditional moment restriction models with identical information sets to the case of nested … semiparametric panel data models and semiparametric two stage plug-in problems. As an example, we compute the efficiency bound for a …

In this note, we characterize the semiparametric efficiency bound for a class of semi- parametric models in which the … involving the nuisance functions. We discover a surprising result that semiparametric two-step optimally weighted GMM estimators …

Many structural economics models are semiparametric ones in which the unknown nuisance functions are identified via … we characterize the semiparametric efficiency bound for this class of models. We show that semiparametric two …

This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions …

We consider nonlinear moment restriction semiparametric models where both the dimension of the parameter vector and the …

Moment restriction semiparametric models, where both the dimension of parameter and the number of restrictions are …