We obtain semiparametric efficiency bounds for estimation of a location parameter in a time series model where the innovations are stationary and ergodic conditionally symmetric marginale differences but otherwise prossess general depence and distributions of unknown from. We then describe an...

We show that semiparametric adaptive maximum likelihood estimators have desirable robustness properties when the innivations in a location parameter model are uncorrelated but not necessarily independent. We show that such estimators have asymptotic covariance matrices equal to the inverse of...

We consider a team production problem in which the principal observes only the group output and not individual effort and in which the principal can only penalize an agent for poor performance if she has verifiable evidence that the agent in question did not fulfill his job assignment. In this...