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Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables

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Author Info
Ai, Chunrong
Chen, Xiaohong
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File URL: http://www.sciencedirect.com/science/article/B6VC0-4N55TPJ-1/2/7e3e5556cc5dfd3ca8d30e1937c3d70e
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 141 (2007)
Issue (Month): 1 (November)
Pages: 5-43
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Handle: RePEc:eee:econom:v:141:y:2007:i:1:p:5-43

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  1. Xiaohong Chen & Demian Pouzo, 2008. "Estimation of nonparametric conditional moment models with possibly nonsmooth moments," CeMMAP working papers CWP12/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  2. Xiaohong Chen & Demian Pouzo, 2008. "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Cowles Foundation Discussion Papers 1650, Cowles Foundation, Yale University, revised Oct 2008. [Downloadable!]
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