2 papers
math.ST2025
Semiparametrics via parametrics and contiguity
Adam Lee, Emil A. Stoltenberg, Per A. Mykland
Inference on the parametric part of a semiparametric model is no trivial task. If one approximates the infinite dimensional part of the semiparametric model by a parametric functio…
econ.EM2024
Locally Regular and Efficient Tests in Non-Regular Semiparametric Models
Adam Lee
This paper considers hypothesis testing in semiparametric models which may be non-regular. I show that C() style tests are locally regular under mild conditions, including in c…