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dc.contributor.authorChen, Xiaohongen_US
dc.contributor.authorJacho-Chàvez, David T.en_US
dc.contributor.authorLinton, Oliveren_US
dc.date.accessioned2012-09-24en_US
dc.date.accessioned2012-10-16T13:08:27Z-
dc.date.available2012-10-16T13:08:27Z-
dc.date.issued2012en_US
dc.identifier.pidoi:10.1920/wp.cem.2012.2612en_US
dc.identifier.urihttp://hdl.handle.net/10419/64693-
dc.description.abstractWe establish the consistency and asymptotic normality for a class of estimators that are linear combinations of a set of √ n-consistent estimators whose cardinality increases with sample size. A special case of our framework corresponds to the conditional moment restriction and the implied estimator in that case is shown to achieve the semiparametric efficiency bound. The proofs do not rely on smoothness of underlying criterion functions.en_US
dc.language.isoengen_US
dc.publisherCentre for Microdata Methods and Practice Londonen_US
dc.relation.ispartofseriescemmap working paper CWP26/12en_US
dc.subject.jelC12en_US
dc.subject.jelC13en_US
dc.subject.jelC14en_US
dc.subject.ddc330en_US
dc.subject.keywordInstrumental Variablesen_US
dc.subject.keywordMinimum Distanceen_US
dc.subject.keywordSemiparametric Efficiencyen_US
dc.subject.keywordTwo-Stage Least Squaresen_US
dc.titleAveraging of moment condition estimatorsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn726303070en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
Appears in Collections:cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS)

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