SEMIPARAMETRIC EFFICIENCY BOUNDS

被引：342

作者：

NEWEY, WK

机构：

[1] Department of Economics, Princeton University, Princeton, New Jersey

来源：

JOURNAL OF APPLIED ECONOMETRICS | 1990年 / 5卷 / 02期

关键词：

D O I：

10.1002/jae.3950050202

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Semiparametric models are those where the functional form of some components is unknown. Efficiency bounds are of fundamental importance for such models. They provide a guide to estimation methods and give an asymptotic efficiency standard. The purpose of this paper is to provide an introduction to research methods and problems for semiparametric efficiency bounds. The nature of the bounds is discussed, as well as ways of calculating them. Their uses in solving estimation problems are outlined, including construction of semiparametric estimators and calculation of their limiting distribution. The paper includes new results as well as survey material. Copyright © 1990 John Wiley & Sons, Ltd.

引用

页码：99 / 135

页数：37

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