A survey of semiparametric efficiency bounds for some microeconometric models
Thomas A Severini () and
Gautam Tripathi ()
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Thomas A Severini: Northwestern University, Evanston, USA
Gautam Tripathi: CREA, Université de Luxembourg
DEM Discussion Paper Series from Department of Economics at the University of Luxembourg
Abstract:
In this survey, we evaluate estimators by comparing their asymptotic variances. The role of the effciency bound, in this context, is to give a lower bound to the asymptotic variance of an estimator. An estimator with asymptotic variance equal to the efficiency bound can therefore be said to be asymptotically efficient. These bounds are also useful for understanding how the features of a given model affect the accuracy of parameter estimation.
Keywords: Efficiency bounds; Semiparametric models (search for similar items in EconPapers)
JEL-codes: C14 (search for similar items in EconPapers)
Date: 2013
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (4)
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Persistent link: https://EconPapers.repec.org/RePEc:luc:wpaper:13-10
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