Score contribution per author:
α: calibrated so average coauthorship-adjusted count equals average raw count
Consider the unconditional moment restriction E[m(y, υ, w; π0)/fV|w (υ|w) −s (w; π0)] = 0, where m(·) and s(·) are known vector-valued functions of data (y┬, υ, w┬)┬. The smallest asymptotic variance that $\root \of n $-consistent regular estimators of π0 can have is calculated when fV|w(·) is only known to be a bounded, continuous, nonzero conditional density function. Our results show that “plug-in” kernel-based estimators of π0 constructed from this type of moment restriction, such as Lewbel (1998, Econometrica 66, 105–121) and Lewbel (2007, Journal of Econometrics 141, 777–806), are semiparametric efficient.