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Hàjek, J (1972) ``Local Asymptotic Minimax and Admissibility
in Estimation'' in Proceedings of the 6th Berkeley Symposium
on Mathematical Statistics and Probability.
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Bahadur, R.R. (1971) Some Limit Theorems in Statistics
SIAM Regional Conference Series in Applied Mathematics.
- 3
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Bucklew, J.R. (1990) Large Deviations Techniques in Decision,
Simulation, and Estimation Wiley, chapter 9.
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Chamberlain, G. (1986) ``Asymptotic Efficiency in Semi-Parametric
Models with Censoring'' Journal of Econometrics 32 189-218.
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Chamberlain, G. (1987) ``Asymptotic Efficiency in Estimation with
Conditional Moment Restrictions'' Journal of Econometrics
34 3-5-334.
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Chamberlain, G. (1992) ``Efficiency Bounds for Semiparametric
Regression'' Econometrica 60-3 567-596.
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Hansen, L.P. (1985) ``A Method for Calculating Bounds on the
Asymptotic Covariance Matrices of Generalized Method of
Moments Estimators'' Journal of Econometrics 30 203-238.
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Newey, W. (1990) ``Semiparametric Efficiency Bounds''
Journal of Applied Econometrics 5 99-135.
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Begun, J. W. Hall, W. Hwang, J. Wellner (1983) ``Information
and Asymptotic Efficiency in Parametric-NonParametric Models''
Annals of Statistics 11 432-452.
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Levit, B. Ya. (1975) ``On the Efficiency of a Class of
Nonparametric Estimates'' Theory of Probability
and its Applications 20 723-740.
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Koshevnik, Yu. A. and B. Ya. Levit (1976) ``On a Nonparametric
Analogue of the Information Matrix'' Theory of
Probability and Its Applications 21 738-753.
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Cosslett, S.R. (1990) ``Semi-Parametric Regression of a Regression
Model with Sample Selectivity'' in W. Barnett, J. Powell, and
G. Tauchen (eds.) Nonparametric and Semiparametric Methods
Economics and Statistics Cambridge University Press.
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Cosslett, S.R. (1987) ``Efficiency Bounds for Distribution-Free
Estimators of the Binary Choice Model and the Censored
Regression Model'' Econometrica 55 559-585.
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Bickel, P. (1982) ``On Adaptive Estimation'' Annals of
Statistics 10 647-671.
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Manski, C.F. (1984) ``Adaptive Estimation of Nonlinear Regression
Models'' Econometric Reviews 3 145-194.
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Ritov, Y. and P. Bickel (1990) ``Achieving Information Bounds
in Non and Semi-parametric Models'' Annals of Statistics
18 925-938.
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Robinson, P. (1987) ``Asymptotically Efficient Estimation
in the Presence of Heteroscedasticity of Unknown Form''
Econometrica 55 875-891.
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Bickel, P. C.A.J. Klaasen, Y. Ritov, and J.A. Wellner (1989)
Efficient and Adaptive Inference in Semiparametric Models
Johns Hopkins University Press, forthcoming.
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Severini, T.A. and W.H. Wong (1987) ``Profile Likelihood
and Semiparametric Models'', manuscript, University of Chicago.
- 20
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Schick, A. (1986) ``On Asymptotically Efficient Estimation
in Semiparametric Models'' Annals of Statistics 14
1139-1151.
Econometric Methods for Duration/Transition Data
John Rust
2001-01-09