The influence function of semiparametric two-step estimators with estimated control variables
推导了带有估计控制变量的两步估计量的影响函数,采用比文献更弱的识别假设,导致影响函数中出现额外项。
We derive the influence function for two-step estimators with estimated control variables. We adopt a weaker identification assumption than is commonly used in the literature, and as a consequence, an extra term shows up in the influence function.