Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
提出一种估计含未知函数的条件矩约束模型的方法，该估计量渐近正态且协方差矩阵一致可估，最优加权最小距离估计量达到半参数效率界，适用于部分线性回归和部分可加工具变量回归。
(iii) the estimator for the asymptotic covariance of the 0 estimator is consistent and easy to compute; and (iv) the optimally weighted minimum distance estimator of 0 attains the semiparametric efficiency bound. We illustrate our results with two examples: a partially linear regression with an endogenous nonparametric part, and a partially additive IV regression with a link function.