This paper proposes a new Bayesian approach for estimating, nonparametrically, parameters in econometric models that are characterized as the solution of a linear inverse problem. By using a Gaussian process prior distribution we propose the posterior mean as an estimator and prove consistency,...

The method of moments is based on a relation E[superscript theta[subscript 0]](h(X[subscript t, theta)) = 0, from which an estimator of theta is deduced. In many econometric models, the moment restrictions can not be evaluated numerically due to, for instance, the presence of a latent variable....