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Volumn 16, Issue 5, 2000, Pages 729-739

Local semiparametric efficiency bounds under shape restrictions

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EID: 0034368574     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466600165053     Document Type: Article
Times cited : (13)

References (12)
  • 1
    • 38149130328 scopus 로고
    • Asymptotic efficiency in semiparametric models with censoring
    • Chamberlain, G. (1986) Asymptotic efficiency in semiparametric models with censoring. Journal of Econometrics 32, 189-218.
    • (1986) Journal of Econometrics , vol.32 , pp. 189-218
    • Chamberlain, G.1
  • 2
    • 0000198789 scopus 로고
    • Efficiency bounds for semiparametric regression
    • Chamberlain, G. (1992) Efficiency bounds for semiparametric regression. Econometrica 60, 567-596.
    • (1992) Econometrica , vol.60 , pp. 567-596
    • Chamberlain, G.1
  • 3
    • 0041122672 scopus 로고
    • Efficiency bounds for distribution free estimators of binary choice and censored regression models
    • Cosslett, S. (1987) Efficiency bounds for distribution free estimators of binary choice and censored regression models. Econometrica 55, 559-585.
    • (1987) Econometrica , vol.55 , pp. 559-585
    • Cosslett, S.1
  • 5
    • 70350102802 scopus 로고
    • Restrictions of economic theory in nonparametric methods
    • R. Engle & D. McFadden (eds.), Amsterdam: Elsevier Science B.V.
    • Matzkin, R. (1994) Restrictions of economic theory in nonparametric methods. In R. Engle & D. McFadden (eds.), Handbook of Econometrics, vol. IV, pp. 2524-2558. Amsterdam: Elsevier Science B.V.
    • (1994) Handbook of Econometrics , vol.4 , pp. 2524-2558
    • Matzkin, R.1
  • 8
    • 38249003646 scopus 로고
    • Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
    • Rilstone, P. (1993) Calculating the (local) semiparametric efficiency bounds for the generated regressors problem. Journal of Econometrics 56, 357-370.
    • (1993) Journal of Econometrics , vol.56 , pp. 357-370
    • Rilstone, P.1
  • 9
    • 21144469737 scopus 로고
    • Profile likelihood and conditionally parametric models
    • Severini, T.A. & W.H. Wong (1992) Profile likelihood and conditionally parametric models. Annals of Statistics 20 (4), 1768-1802.
    • (1992) Annals of Statistics , vol.20 , Issue.4 , pp. 1768-1802
    • Severini, T.A.1    Wong, W.H.2
  • 12
    • 0347838484 scopus 로고
    • On the asymptotic information bound
    • van der Vaart, A. (1989) On the asymptotic information bound. Annals of Statistics 17 (4), 1487-1500.
    • (1989) Annals of Statistics , vol.17 , Issue.4 , pp. 1487-1500
    • Van Der Vaart, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.