This paper develops the asymptotic theory for the estimation of smooth semiparametric generalized estimating equations models with weakly dependent data. The paper proposes new estimation methods based on smoothed two-step versions of the generalised method of moments and generalised empirical...

In this note we derive a general formula useful to express the density of generalised noncentral quadratic forms (i.e. of a scalar random variable obtained by contracting non zero mean multivariate normal vectors over multidimensional arrays) in terms of linear combinations of noncentral chi...

This paper proposes a simple, fairly general, test for global identification of unconditional moment restrictions implied from point-identified conditional moment restrictions. The test is based on the Hausdorff distance between an estimator that is consistent even under global...