validity of moment condition models. We show that the empirical likelihood test is Bartlett correctable and suggest second …-order analysis supplements the one in Chen and Cui (2007) who considered parameter hypothesis testing for overidentified models. In …

This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of … (2003) for semiparametric conditional moment restriction models with identical information sets to the case of nested … information sets, and those of Chamberlain (1992a) and Brown and Newey (1998) for models of sequential moment restrictions without …

This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random …-random coefficients and models with endogeneity are discussed …

the variables are allowed to be residuals from nonparametric and semiparametric models. The proposed bootstrap tests have …

variable Y when Y is a general nonseparable function of X and unobservables. We treat models in which Y is censored from above …

empirical models where functional estimation of cointegrating relations is required …

This paper studies nonparametric estimation of conditional moment models in which the residual functions could be … penalized sieve minimum distance (SMD) estimator of the unknown functions that are identified via the conditional moment models …