Asymptotic efficiency in parametric structural models with parameter-dependent support

Econometrica

Volumn 71, Issue 5, 2003, Pages 1307-1338

  Hirano, Keisuke ^a   Porter, Jack R ^b  

^a UNIVERSITY OF MIAMI   (United States)

^b HARVARD UNIVERSITY   (United States)

Author keywords

Efficiency bounds; Limits of experiments; Local asymptotic minmax; Nonregular models; Parameter dependent support

Indexed keywords

DATA REDUCTION; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; THEOREM PROVING; VECTORS;

POINT ESTIMATORS;

ECONOMICS;

EID: 0142007875     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00451     Document Type: Article

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