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A semiparametric efficiency bound of a disequilibrium model without observed regime

Ai, Chunrong - In: Journal of econometrics 62 (1994) 2, pp. 143-163

Persistent link: https://www.econbiz.de/10001162305

A modified average derivatives estimator

Ai, Chunrong - In: Econometric reviews 20 (2001) 1, pp. 113-131

Persistent link: https://www.econbiz.de/10001582465

On the comovement of commodity prices

Ai, Chunrong; Chatrath, Arjun; Song, Frank M. - In: American journal of agricultural economics 88 (2006) 3, pp. 574-588

Persistent link: https://www.econbiz.de/10003353868

Ownership and sector performance in current China : a regional study

Ai, Chunrong; Wen, Mei - In: Annals of economics and finance 6 (2005) 2, pp. 303-317

Persistent link: https://www.econbiz.de/10003315023

Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions

Ai, Chunrong; Chen, Xiaohong - 2009

Persistent link: https://www.econbiz.de/10003885046

Semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions

Ai, Chunrong; Chen, Xiaohong - 2009

This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential moment restrictions containing unknown functions. Our results extend those of Chamberlain (1992b) and Ai and Chen (2003) for semiparametric conditional moment restriction...

Persistent link: https://www.econbiz.de/10003899088