Efficiency Bounds for Semiparametric Regression
推导了带有非参数成分的条件矩约束的效率界，适用于参数部分和函数部分相加的回归模型，如样本选择模型。
Efficiency bounds for conditional moment restrictions with a nonparametric component are derived. There is a given function of the data (a random sample from a distribution F) and a parameter. The restriction is that a conditional expectation of this function is zero at some point in the parameter space. The parameter has two parts: a finite-dimensional component and a general function evaluated at a subset of the conditioning variables. An example is a regression function that is additive in parametric and nonparametric component, as arises in sample selection models. Copyright 1992 by The Econometric Society.