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cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS) >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/64693
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Chen, Xiaohong | | en_US |
| dc.contributor.author | | Jacho-Chàvez, David T. | | en_US |
| dc.contributor.author | | Linton, Oliver | | en_US |
| dc.date.accessioned | | 2012-09-24 | | en_US |
| dc.date.accessioned | | 2012-10-16T13:08:27Z | | - |
| dc.date.available | | 2012-10-16T13:08:27Z | | - |
| dc.date.issued | | 2012 | | en_US |
| dc.identifier.pi | | doi:10.1920/wp.cem.2012.2612 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/64693 | | - |
| dc.description.abstract | | We 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.iso | | eng | | en_US |
| dc.publisher | | Centre for Microdata Methods and Practice London | | en_US |
| dc.relation.ispartofseries | | cemmap working paper CWP26/12 | | en_US |
| dc.subject.jel | | C12 | | en_US |
| dc.subject.jel | | C13 | | en_US |
| dc.subject.jel | | C14 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Instrumental Variables | | en_US |
| dc.subject.keyword | | Minimum Distance | | en_US |
| dc.subject.keyword | | Semiparametric Efficiency | | en_US |
| dc.subject.keyword | | Two-Stage Least Squares | | en_US |
| dc.title | | Averaging of moment condition estimators | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 726303070 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| Appears in Collections: | | cemmap working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (IFS)
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