A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators
推导了数值等价结果，表明半参数方差可用标准参数公式估计，使实证研究者能按参数情形计算，简化半参数推断，促进其应用。
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. © 2012 The President and Fellows of Harvard College and the Massachusetts Institute of Technology.