EFFICIENT SEMIPARAMETRIC ESTIMATION VIA MOMENT RESTRICTIONS
By Whitney K. Newey. 2004
55 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/94a72af7d9a4ea5262695956887f07a5ac4c5e42
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- S. Bonhomme
- M. Arellano
- David M. Kaplan
- Yixiao Sun
- Martin P. Weidner
- Kazuhiko Hayakawa
- Iv'an Fern'andez-Val
- Yoshitsugu Kitazawa
In Statistics and Probability
- S. Bonhomme
- M. Arellano
- David M. Kaplan
- Yixiao Sun
- Jorge E. Galán
- Daniel Hoechle
- Darren J. Kisgen
- Klaus-Michael Menz
Citations in the corpus
- Identifying distributional characteristics in random coefficients panel data models (2009, background): “Alternatively, one may work with within-group equations alone, see equation (7) in the paper.”
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (2016, methodology): “Instruments are taken as given; this does not preclude first determining the efficient set of instruments as in Newey (2004) or Newey and Powell (1990), for example.”
- Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions (2009, unknown): “…generated by the conditioning variable 1See, for example, Hansen (1985, 1993), Hansen, Heaton and Ogaki (1988), Chamberlain (1987, 1992a, 1992b), Newey (1993, 2004), Hahn (1997), Carrasco and Florens (2000), Ai and Chen (2003), Chernozhukov and Hong (2003), Donald, Imbens and Newey (2003),…”