Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/56726 
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dc.contributor.authorMammen, Ennoen
dc.contributor.authorRothe, Christophen
dc.contributor.authorSchienle, Melanieen
dc.date.accessioned2011-11-02-
dc.date.accessioned2012-04-05T16:21:06Z-
dc.date.available2012-04-05T16:21:06Z-
dc.date.issued2011-
dc.identifier.urihttp://hdl.handle.net/10419/56726-
dc.description.abstractIn this paper, we study a general class of semiparametric optimization estimators of a vector-valued parameter. The criterion function depends on two types of infinite-dimensional nuisance parameters: a conditional expectation function that has been estimated nonparametrically using generated covariates, and another estimated function that is used to compute the generated covariates in the first place. We study the asymptotic properties of estimators in this class, which is a nonstandard problem due to the presence of generated covariates. We give conditions under which estimators are root-n consistent and asymptotically normal, and derive a general formula for the asymptotic variance.en
dc.language.isoengen
dc.publisher|aHumboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |cBerlinen
dc.relation.ispartofseries|aSFB 649 Discussion Paper |x2011-064en
dc.subject.jelC14en
dc.subject.jelC31en
dc.subject.ddc330en
dc.subject.keywordsemiparametric estimationen
dc.subject.keywordgenerated covariatesen
dc.subject.keywordprofilingen
dc.subject.keywordpropensity scoreen
dc.subject.stwNichtparametrisches Verfahrenen
dc.subject.stwSchätztheorieen
dc.subject.stwKorrelationen
dc.subject.stwTheorieen
dc.titleSemiparametric estimation with generated covariates-
dc.typeWorking Paperen
dc.identifier.ppn671178881en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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