Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
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Cites work
- A Consistent Conditional Moment Test of Functional Form
- Asymptotic efficiency in estimation with conditional moment restrictions
- Consistent Estimation of Models Defined by Conditional Moment Restrictions
- Consistent Estimation with a Large Number of Weak Instruments
- Consistent model specification tests
- CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Efficient Instrumental Variables Estimation of Nonlinear Models
- Empirical likelihood and general estimating equations
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Empirical likelihood methods with weakly dependent processes
- Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
- Generalization of GMM to a continuum of moment conditions
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- scientific article; zbMATH DE number 3270258 (Why is no real title available?)
- Large Sample Properties of Generalized Method of Moments Estimators
- Topics in Advanced Econometrics
Cited in
(7)- On the identification of models with conditional characteristic functions
- Tests of additional conditional moment restrictions
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Fixed‐effects binary choice models with three or more periods
- Estimation for conditional moment models based on martingale difference divergence
- Detecting identification failure in models with conditional moment restrictions: a bootstrap approach
- Editorial. Moment restriction-based econometric methods: an overview
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