Long, Wei; Ouyang, Min; Shang, Ying - In: Economics Letters 121 (2013) 1, pp. 79-81
In this paper, we consider the problem of estimating a semiparametric partially linear varying coefficient model. We derive the semiparametric efficiency bound for the asymptotic variance of the finite-dimensional parameter estimator. We also propose an efficient estimator for estimating the...
