Semiparametric Efficiency Bounds

By Whitney K. Newey. 1990

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Citations in the corpus

Impossibility Results for Nondifferentiable Functionals (2012, unknown): “, Newey (1990)).”
Best practices for differentiated products demand estimation with PyBLP (2020, methodology): “This approach was suggested by Newey (1990) and applied to conditional moment restriction models in Ai and Chen (2003) and Donald et al. (2009).”
Robustness, Infinitesimal Neighborhoods, and Moment Restrictions (2009, background): “Asymptotic theory of robust estimation when the model is parametric has been considered extensively in the literature: see Rieder (1994) for a comprehensive survey.”
Semiparametric inference in generalized mixed effects models (2008, background): “As can be observed from this result, the semiparametric estimator achieves the semiparametric efficiency bound (see Newey, 1990, 1994). The asymptotic variance could be approximated with the aid of the Hessian matrix that one obtains as a by-product from the maximum likelihood estimation. Note furth”
A theory of statistical models for Monte Carlo integration (2003, background): “it attains the semiparametric variance bound if the submodels are correct and remains consistent asymptotically normal under their misspecification (Chamberlain, 1990; Newey, 1990; Robins et al., 2000).”
Analysis of longitudinal data with irregular, outcome‐dependent follow‐up (2004, methodology): “When λ0.t/ is infinite dimensional, Newey (1990), chapter 3 of Bickel et al. (1993), chapter 25 of van der Vaart (1998) and sections 1.2 and 2.2 of van der Laan and Robins (2003) have shown that, under mild regularity conditions, equation (10) also applies, where T is the tangent set defined as the…”
IV Estimation of Panels with Factor Residuals (2010, methodology): “In summary, FIVR reaches the semi-parametric e ciency bound discussed by Newey (1990) using standard results of Chamberlain (1987).”
New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators (2009, background): “(6)See, for example, Blinder (1973), Oaxaca (1973), and Maddala (1983, Section 9.”
Locally Efficient Semiparametric Estimators for Generalized Skew-Elliptical Distributions (2005, unknown): “In addition, an RAL estimator also satisfies regularity conditions, which would exclude estimators that are “superefficient” for some true parameter β0 (see Newey 1990 for details). Because of the link between an RAL estimator and its influence function, an RAL estimator can be constructed through f”
Covariance Adjustment in Randomized Experiments and Observational Studies (2002, unknown): “and NEWEY, W. K. (1992).”
DOUBLY ROBUST INSTRUMENTAL VARIABLE REGRESSION (2012, background): “6 of Newey and McFadden (1994). In particular, since our objective function involves the pre-estimated parameter γ, we need to show that supα,β ||Ĥ(α, β; γ̂)− H(α, β; γ∗)|| →p 0.”
On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects (1998, methodology): “:6() '1(X POWX 3(X) = p(X) (1 -p(X)) Newey's (1994) Proposition 4 then suggests that the above estimator has the asymptotic influence function equal to Di(Yji -/31(X)) (1 - Di)(Yo0 i +0(Xi) ((Xj) )(x) ( 81 p(Xi) 1 -p(X,) +(3()-/0X)-(3”