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Semiparametric Efficiency Bounds for Microeconometric Models: A Survey (Foundations and Trends(r) in Econometrics) - Softcover
Synopsis
Semiparametric Efficiency Bounds for Microeconometric Models: A Survey offers a partial review of the vast literature in econometrics and statistics on calculating semiparametric efficiency bounds for a large class of models used in applied economics research. The main role of the efficiency bound 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. This monograph will help researchers learn more about efficiency bounds, their calculation, and their usefulness in semiparametric estimation, in an accessible manner.
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- PublisherNow Publishers
- Publication date2013
- ISBN 10 160198734X
- ISBN 13 9781601987341
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages258
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Semiparametric Efficiency Bounds for Microeconometric Models: A Survey
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ISBN 10: 160198734X
ISBN 13: 9781601987341
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Semiparametric Efficiency Bounds for Microeconometric Models: A Survey (Foundations and Trends in Econometrics)
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