Gagliardini, Patrick; Scaillet, Olivier - Institut für Schweizerisches Bankwesen <Zürich> - 2006
We study the asymptotic properties of a Tikhonov Regularized (TiR) estimator of a functional parameter based on a minimum distance principle for nonparametric conditional moment restrictions. The estimator is computationally tractable and takes a closed form in the linear case. We derive its...