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Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors

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Author Info
Thomas A. Severini
Gautam Tripathi

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Abstract

The main objective of this paper is to derive the efficiency bounds for estimating certain linear functionals of an unknown structural function when the latter is not itself a conditional expectation.

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File URL: http://cemmap.ifs.org.uk/wps/cwp1307.pdf
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Paper provided by Centre for Microdata Methods and Practice, Institute for Fiscal Studies in its series CeMMAP working papers with number CWP13/07.

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Date of creation: May 2007
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Handle: RePEc:ifs:cemmap:13/07

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