We consider inference in models defined by approximate moment conditions. We show that near-optimal confidence intervals (CIs) can be formed by taking a generalized method of moments (GMM) estimator, and adding and subtracting the standard error times a critical value that takes into account...

We consider inference in models defined by approximate moment conditions. We show that near-optimal confidence intervals (CIs) can be formed by taking a generalized method of moments (GMM) estimator, and adding and subtracting the standard error times a critical value that takes into account...

We provide methods for inference on a finite dimensional parameter of interest, theta in Re^{d_theta}, in a semiparametric probability model when an infinite dimensional nuisance parameter, g, is present. We depart from the semiparametric literature in that we do not require that the pair...