Asymptotic E¢ ciency of Semiparametric Two-step GMM

By Xiaohong Chen, Jinyong Hahn, Zhipeng Liao. 2012

64 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/2e9c1fdac31a5223a00723e26ebe62db198b64a7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Hidehiko Ichimura
2. Whitney K. Newey
3. Christoph Rothe
4. Arthur Lewbel
5. Xiaohong Chen
6. Susan Athey
7. M. D. Cattaneo
8. Guido W. Imbens

Citations in the corpus

• Efficient Counterfactual Learning from Bandit Feedback (2018, unknown): “By Lemma 2 and Proposition 1 of Ackerberg et al. (2014), the asymptotic variance of √ By the moment restrictions (3) and (4), E [˜ g ( Z, V π , ˜ p 0 )] = 0 .”
• The influence function of semiparametric estimators (2015, background): “…influence function formulae where a first step is an infinite dimensional regressions or pdf. Ai and Chen (2007, 2012), Ichimura and Lee (2010), Ackerberg et al. (2014), Chen and Liao (2015), and Chen and Pouzo (2015) gave interesting and useful characterizations of influence functions for…”