The goal of this paper is to develop techniques to simplify semiparametric inference. We do this by deriving a number of numerical equivalence results. These illustrate that in many cases, one can obtain estimates of semiparametric variances using standard formulas derived in the well-known parametric literature. This means that for computational purposes, an empirical researcher can ignore the semiparametric nature of the problem and do all calculations as if it were a parametric situation. We hope that this simplicity will promote the use of semiparametric procedures.
Authors
Journal article details
- DOI
- 10.1162/REST_a_00251
- Publisher
- MIT Press
- Issue
- Volume 94, Issue 2, May 2012
Suggested citation
D, Ackerberg and X, Chen and J, Hahn. (2012). 'A practical asymptotic variance estimator for two-step semiparametric estimators' 94(2/2012)
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