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Bibliography

1
Hàjek, J (1972) ``Local Asymptotic Minimax and Admissibility in Estimation'' in Proceedings of the 6th Berkeley Symposium on Mathematical Statistics and Probability.

2
Bahadur, R.R. (1971) Some Limit Theorems in Statistics SIAM Regional Conference Series in Applied Mathematics.

3
Bucklew, J.R. (1990) Large Deviations Techniques in Decision, Simulation, and Estimation Wiley, chapter 9.

4
Chamberlain, G. (1986) ``Asymptotic Efficiency in Semi-Parametric Models with Censoring'' Journal of Econometrics 32 189-218.

5
Chamberlain, G. (1987) ``Asymptotic Efficiency in Estimation with Conditional Moment Restrictions'' Journal of Econometrics 34 3-5-334.

6
Chamberlain, G. (1992) ``Efficiency Bounds for Semiparametric Regression'' Econometrica 60-3 567-596.

7
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.

8
Newey, W. (1990) ``Semiparametric Efficiency Bounds'' Journal of Applied Econometrics 5 99-135.

9
Begun, J. W. Hall, W. Hwang, J. Wellner (1983) ``Information and Asymptotic Efficiency in Parametric-NonParametric Models'' Annals of Statistics 11 432-452.

10
Levit, B. Ya. (1975) ``On the Efficiency of a Class of Nonparametric Estimates'' Theory of Probability and its Applications 20 723-740.

11
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.

12
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.

13
Cosslett, S.R. (1987) ``Efficiency Bounds for Distribution-Free Estimators of the Binary Choice Model and the Censored Regression Model'' Econometrica 55 559-585.

14
Bickel, P. (1982) ``On Adaptive Estimation'' Annals of Statistics 10 647-671.

15
Manski, C.F. (1984) ``Adaptive Estimation of Nonlinear Regression Models'' Econometric Reviews 3 145-194.

16
Ritov, Y. and P. Bickel (1990) ``Achieving Information Bounds in Non and Semi-parametric Models'' Annals of Statistics 18 925-938.

17
Robinson, P. (1987) ``Asymptotically Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form'' Econometrica 55 875-891.

18
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.

19
Severini, T.A. and W.H. Wong (1987) ``Profile Likelihood and Semiparametric Models'', manuscript, University of Chicago.

20
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