I would like to thank Gary Chamberlain, Jinyong Hahn, Guido Imbens, Michael Jansson, and Whitney Newey for comments on earlier draft. Helpful discussions with Oliver Linton, Cristine Pinto, Jim Powell, and Geert Ridder as well as participants in the Berkeley Econometrics Reading Group and Seminars are gratefully acknowledged. This revision has benefited from Tom Rothenberg's skepticism, discussions with Michael Jansson, Justin McCrary, Jim Powell, and the comments of a co-editor and three especially meticulous/generous anonymous referees. All the usual disclaimers apply. This is a heavily revised version of material that previously circulated under the titles “A Note on Semiparametric Efficiency in Moment Condition Models With Missing Data,”“GMM ‘Equivalence’ for Semiparametric Missing Data Models,” and “Efficient Estimation of Missing Data Models Using Moment Conditions and Semiparametric Restrictions.”
Efficiency Bounds for Missing Data Models With Semiparametric Restrictions
Article first published online: 14 FEB 2011
© 2011 The Econometric Society
Volume 79, Issue 2, pages 437–452, March 2011
How to Cite
Graham, B. S. (2011), Efficiency Bounds for Missing Data Models With Semiparametric Restrictions. Econometrica, 79: 437–452. doi: 10.3982/ECTA7379
- Issue published online: 14 FEB 2011
- Article first published online: 14 FEB 2011
- Manuscript received August, 2007; final revision received June, 2010.
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