<p>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 already-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.</p>
Authors
Working Paper details
- DOI
- 10.1920/wp.cem.2011.2211
- Publisher
- IFS
Suggested citation
D, Ackerberg and X, Chen and J, Hahn. (2011). A practical asymptotic variance estimator for two-step semiparametric estimators. London: IFS. Available at: https://ifs.org.uk/publications/practical-asymptotic-variance-estimator-two-step-semiparametric-estimators (accessed: 1 July 2024).
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