• Media type: Report; E-Book
  • Title: A practical asymptotic variance estimator for two-step semiparametric estimators
  • Contributor: Ackerberg, Daniel [Author]; Chen, Xiaohong [Author]; Hahn, Jinyong [Author]
  • Published: London: Centre for Microdata Methods and Practice (cemmap), 2010
  • Language: English
  • DOI: https://doi.org/10.1920/wp.cem.2011.2211
  • Keywords: C14 ; Nichtparametrisches Verfahren
  • Origination:
  • Footnote: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
  • Description: The goal of this paper is to develop techniques to simplify semiparametric inference. We do this by deriving a number of numerical equivalence results. These illustrate that in many cases, one can obtain estimates of semiparametric variances using standard formulas derived in the already-well-known parametric literature. This means that for computational purposes, an empirical researcher can ignore the semiparametric nature of the problem and do all calculations as if it were a parametric situation. We hope that this simplicity will promote the use of semiparametric procedures.
  • Access State: Open Access