A simple derivation of the efficiency bound for conditional moment restriction models

C-Tier
Journal: Economics Letters
Year: 2016
Volume: 138
Issue: C
Pages: 57-59

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This study gives a simple derivation of the efficiency bound for conditional moment restriction models. The Fisher information is obtained by deriving a least favorable submodel in an explicit form. The proposed method also suggests an asymptotically efficient estimator, which can be viewed as an empirical likelihood estimator for conditional moment restriction models.

Technical Details

RePEc Handle
repec:eee:ecolet:v:138:y:2016:i:c:p:57-59
Journal Field
General
Author Count
1
Added to Database
2026-01-29