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• W3123910404 abstract "We study semiparametric two-step estimators which have the same structure as parametric doubly robust estimators in their second step, but retain a fully nonparametric specification in the first step. Such estimators exist in many economic applications, including a wide range of missing data and treatment effect models. We show that these estimators are √n-consistent and asymptotically normal under weaker than usual conditions on the accuracy of the first stage estimates, have smaller first order bias and second order variance, and that their finite-sample distribution can be approximated more accurately by classical first order asymptotics. We argue that because of these refinements our estimators are useful in many settings where semiparametric estimation and inference are traditionally believed to be unreliable. We also illustrate the practical relevance of our approach through simulations and an empirical application." @default.
• W3123910404 created "2021-02-01" @default.
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• W3123910404 date "2013-01-01" @default.
• W3123910404 modified "2023-09-30" @default.
• W3123910404 title "Semiparametric Estimation and Inference Using Doubly Robust Moment Conditions" @default.
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• W3123910404 doi "https://doi.org/10.2139/ssrn.2318745" @default.
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