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Inference in Conditional Moment Restriction Models when there is Selection due to Stratification

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Listed:
  • Antonio Cosma

    (CREA, Université du Luxembourg)

  • Andreï Kostyrka

    (CREA, Université du Luxembourg)

  • Gautam Tripathi

    (CREA, Université du Luxembourg)

Abstract

We show how to conduct efficient semiparametric inference in models specified as conditional moment equalities when data is collected by variable probability sampling.

Suggested Citation

  • Antonio Cosma & Andreï Kostyrka & Gautam Tripathi, 2017. "Inference in Conditional Moment Restriction Models when there is Selection due to Stratification," DEM Discussion Paper Series 17-20, Department of Economics at the University of Luxembourg.
    • Handle: RePEc:luc:wpaper:17-20
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    File URL: https://hdl.handle.net/10993/33040
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