Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10009746488
Persistent link: https://www.econbiz.de/10009673862
Persistent link: https://www.econbiz.de/10012618316
Persistent link: https://www.econbiz.de/10010497117
This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals. These models belong to the difficult (nonlinear) ill-posed inverse problems with unknown operators, and include all of the (nonlinear) nonparametric...
Persistent link: https://www.econbiz.de/10012974315
Many economic panel and dynamic models, such as rational behavior and Euler equations, imply that the parameters of interest are identified by conditional moment restrictions. We introduce a novel inference method without any prior information about which conditioning instruments are weak or...
Persistent link: https://www.econbiz.de/10015149596
Persistent link: https://www.econbiz.de/10015073837