Using a simplified approach developed by Severini and Tripathi (2001), we calculate the semiparametric efficiency bound for the finite-dimensional parameters of censored linear regression models with ...

This article considers the problem of inference for nested least squares averaging estimators. We study the asymptotic behavior of the Mallows model averaging estimator (MMA; Hansen, 2007) and the ...

ECONOMISTS develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “What Are Economic Models,” F&D, ...