The objective of this paper is to determine how finite dimensional parameters can be efficiently estimated for an important class of economic models.

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...

This paper considers causal inference and sample selection bias in non-experimental settings in which: (i) few units in the non-experimental comparison group are comparable to the treatment units; (ii) selecting a subset of comparison units similar to the treatment units is difficult because...

The EC (Estimation-Classification) estimator, and its companion EC-algorithm, were introduced in El- Gamal and Grether (1995), and their properties further analyzed in El-Gamal and Grether (1996). The purpose of EC estimation is to uncover heterogeneity in panel data models in a manner which is...