Computing semiparametric efficiency bounds in linear models with nonparametric regressors

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Abstract

We use the computational method proposed by Severini and Tripathi (2001) to obtain semiparametric efficiency bounds in linear models with nonparametric regressors in the form of conditional expectations. Examples include social-interaction models. Explicit efficiency bounds for these models, with the degree of generality assumed here, had not been described before.

Original languageEnglish (US)
Article number108673
JournalEconomics Letters
Volume185
DOIs
StatePublished - Dec 1 2019

All Science Journal Classification (ASJC) codes

  • Finance
  • Economics and Econometrics

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