Efficient estimation of models with conditional moment restrictions containing unknown functions

Econometrica

Volumn 71, Issue 6, 2003, Pages 1795-1843

  Ai, Chunrong ^a   Chen, Xiaohong ^b  

^a UNIVERSITY OF FLORIDA   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

Continuous updating; Endogeneity; Semi nonparametric conditional moment restrictions; Semiparametric efficiency; Sieve minimum distance

Indexed keywords

FUNCTIONS; MATHEMATICAL MODELS; MATRIX ALGEBRA; REGRESSION ANALYSIS; VECTORS;

SEMIPARAMETRIC EFFICIENCY;

INDUSTRIAL ECONOMICS;

EID: 0141981616     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00470     Document Type: Article

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