Inverse problems can be described as functional equations where the value of the function is known or easily estimable but the argument is unknown. Many problems in econometrics can be stated in the form of inverse problems where the argument itself is a function. For example, consider a...

This paper revisits the asymptotic theory of GMM when the moment conditions identify a unique parameter true value $\theta^0$ but the rank condition of the Jacobian matrix at $\theta^0$ fails. The possibility in case of nonlinear moment restrictions of such simultaneous global identification but...

In this paper we introduce the Extended Method of Moments (XMM) estimator. This estimator accommodates a more general set of moment restrictions than the standard Generalized Method of Moments (GMM) estimator. More specifically, the XMM differs from the GMM in that it can handle not only uniform...