Kunitomo, N.; McAleer, M.J.; Nishiyama, Y. - Erasmus University Rotterdam, Econometric Institute - 2010
Moment restriction-based econometric modelling is a broad class which includes the parametric, semiparametric and nonparametric approaches. Moments and conditional moments themselves are nonparametric quantities. If a model is specified in part up to some finite dimensional parameters, this will...