This paper is a substantially revised version of Cowles Foundation Discussion Paper 1650. We are grateful to two co-editors, three anonymous referees, R. Blundell, V. Chernozhukov, T. Christensen, K. Evdokimov, H. Hong, J. Horowitz, J. Huang, S. Lee, Z. Liao, O. Linton, D. Nekipelov, J. Powell, A. Santos, E. Tamer, and A. Torgovitsky for their constructive comments that led to a much improved revision. Earlier versions were presented in August 2006 at the European Meeting of the Econometric Society, in March 2007 at the Oberwolfach Workshop on Semi/nonparametrics, in June 2007 at the Cemmap Conference on Measurement Matters, in 2008 at the Cowles Summer Conference, and at econometric workshops at many universities. We thank participants of these conferences and workshops for helpful suggestions. Chen acknowledges financial support from the National Science Foundation under Grant SES0631613 and SES0838161. The usual disclaimer applies.
Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
Article first published online: 10 JAN 2012
© 2012 The Econometric Society
Volume 80, Issue 1, pages 277–321, January 2012
How to Cite
Chen, X. and Pouzo, D. (2012), Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals. Econometrica, 80: 277–321. doi: 10.3982/ECTA7888
- Issue published online: 10 JAN 2012
- Article first published online: 10 JAN 2012
- Manuscript received April, 2008; final revision received December, 2010.
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