The influence function of semiparametric two-step estimators with estimated control variables

C-Tier

Journal: Economics Letters

Year: 2023

Volume: 231

Issue: C

Authors (4)

Hahn, Jinyong (University of California-Los A...) Liao, Zhipeng (not in RePEc) Ridder, Geert (not in RePEc) Shi, Ruoyao (University of California-River...)

Score contribution per author:

0.251 = (α=2.01 / 4 authors) × 0.5x C-tier

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

View Full Article View on IDEAS/RePEc

Abstract

We derive the influence function for two-step estimators with estimated control variables. We adopt a weaker identification assumption than is commonly used in the literature, and as a consequence, an extra term shows up in the influence function.

The influence function of semiparametric two-step estimators with estimated control variables

Authors (4)

Abstract

Technical Details