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半参数两步估计量中带有估计控制变量的影响函数

The influence function of semiparametric two-step estimators with estimated control variables

Economics Letters · 2023
被引 0
人大 BABS 3

中文导读

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。

Abstract

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.

计量经济学半参数模型估计理论识别