2 papers
math.ST2016
A semiparametric single-index estimator for a class of estimating equation models
Marian Hristache, Weiyu Li, Valentin Patilea
We propose a two-step pseudo-maximum likelihood procedure for semiparametric single-index regression models where the conditional variance is a known function of the regression and…
math.ST2011
Semiparametric efficiency bounds for seemingly unrelated conditional moment restrictions
Marian Hristache, Valentin Patilea
This paper addresses the problem of semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables. We characterize such an effici…