Before revision:  Our result enables oracle convergence rates for \theta under assumptions on the first stage rates, typically of the order of n^{-1/4 . We apply our theory to high-dimensional versions of standard estimation problems in statistics and econometrics, such as: estimation of conditional moment models with missing data, estimation of structural utilities in games of incomplete information and estimation of treatment effects in regression models with non-linear link functions.
After revision:  Our result enables oracle convergence rates for \theta under assumptions on the first stage rates, typically of the order of n^{-1/4 . We apply our theory to high-dimensional versions of standard estimation problems in statistics and econometrics, such as: estimation of conditional moment models with missing data, estimation of structural utilities in games of incomplete information and treatment effects in regression models with non-linear link functions.