A Simple Derivation of the Efficiency Bound for Conditional Moment Restriction Models
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- Sueishi, Naoya, 2016. "A simple derivation of the efficiency bound for conditional moment restriction models," Economics Letters, Elsevier, vol. 138(C), pages 57-59.
References listed on IDEAS
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KeywordsConditional moment restrictions; Empirical likelihood; Fisher information; Least favorable submodel.;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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