Semiparametric Efficiency Bounds for Microeconometric Models - A Survey (Paperback)

Semiparametric Efficiency Bounds for Microeconometric Models 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.

General

Imprint:	Now Publishers Inc
Country of origin:	United States
Series:	Foundations and Trends (R) in Econometrics
Release date:	December 2013
First published:	December 2013
Authors:	Thomas A. Severini • Gautam Tripathi
Dimensions:	234 x 156 x 14mm (L x W x T)
Format:	Paperback
Pages:	258
ISBN-13:	978-1-60198-734-1
Categories:	Books > Business & Economics > Economics > Econometrics > General
LSN:	1-60198-734-X
Barcode:	9781601987341

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