Mammen, Enno; Rothe, Christoph; Schienle, Melanie - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2014
We study a general class of semiparametric estimators when the innite-dimensional nuisance parameters include a conditional expectation function that has been estimated nonparametri- cally using generated covariates. Such estimators are used frequently to e.g. estimate nonlinear models with...