Working Paper

Efficiency bounds for estimating linear functionals of nonparametric regression models with endogenous regressors

Authors

Thomas A. Severini, Gautam Tripathi

Published Date

30 May 2007

Type

Working Paper (CWP13/07)

The main objective of this paper is to derive the efficiency bounds for estimating certain linear functionals of an unknown structural function when the latter is not itself a conditional expectation.