The main objective of this paper is to derive the efficiency bounds for estimating certain linear functionals of an unknown structural function when the latter is not itself a conditional expectation.

Gautam Tripathi

Thomas A. Severini

English

Research Papers in Economics

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Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors

Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors

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Research Papers in Economics