Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals

Econometrica

Volumn 80, Issue 1, 2012, Pages 277-321

  Chen, Xiaohong ^a   Pouzo, Demian ^b  

^a YALE UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Convergence rate; Modulus of continuity; Nonlinear ill posed inverse; Nonparametric additive quantile IV; Penalized sieve minimum distance; Quantile IV Engel curves

Indexed keywords

EID: 84862908726     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA7888     Document Type: Article

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