Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/64693 
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dc.contributor.authorChen, Xiaohongen
dc.contributor.authorJacho-Chàvez, David T.en
dc.contributor.authorLinton, Oliveren
dc.date.accessioned2012-09-24-
dc.date.accessioned2012-10-16T13:08:27Z-
dc.date.available2012-10-16T13:08:27Z-
dc.date.issued2012-
dc.identifier.pidoi:10.1920/wp.cem.2012.2612en
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
dc.language.isoengen
dc.publisher|aCentre for Microdata Methods and Practice (cemmap) |cLondonen
dc.relation.ispartofseries|acemmap working paper |xCWP26/12en
dc.subject.jelC12en
dc.subject.jelC13en
dc.subject.jelC14en
dc.subject.ddc330en
dc.subject.keywordInstrumental Variablesen
dc.subject.keywordMinimum Distanceen
dc.subject.keywordSemiparametric Efficiencyen
dc.subject.keywordTwo-Stage Least Squaresen
dc.titleAveraging of moment condition estimators-
dc.typeWorking Paperen
dc.identifier.ppn726303070en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:ifs:cemmap:26/12en

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