This paper considers the first order large sample properties of the GEL class of estimators for models specified by non-smooth indicators. The GEL class includes a number of estimators recently introduced as alternatives to the efficient GMM estimator which may suffer from substantial biases in...

This article reviews a number of recent contributions to estimation and inference for models defined by moment condition restrictions. The particular emphasis is on the generalized empirical likelihood class of estimators as an alternative to the generalized method of moments. Estimation methods...

This paper considers the first order large sample properties of the GEL class of estimators for models specified by non-smooth indicators. The GEL class includes a number of estimators recently introduced as alternatives to the efficient GMM estimator which may suffer from substantial biases in...

Consistency of the bootstrap second moments does not usually follow from the proofs of consistency of the distribution of the bootstrap. Here it is shown that the convergence of the bootstrap distribution to a normal variate implicitly defines a consistent estimator for the asymptotic second...

The primary concern of this article is the provision of definitions and tests for exogeneity appropriate for models defined through sets of conditional moment restrictions. These forms of exogeneity are expressed as additional conditional moment constraints and may be equivalently formulated as...

English Abstract: This study aims to analyze Corporate Social Responsibility in Brazil, trying to capture signals that Brazilian firm is integrating CSR into its strategy. We have used a unique database comprising CSR of Brazilian firms, IBASE, which contains CSR data for about ten years....