https://ideas.repec.org/p/cwl/cwldpp/1650.html
Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments
Downloadable! This paper studies nonparametric estimation of conditional moment models in which the residual functions could be nonsmooth with respect to the...
moment modelsestimationconditionalpossiblymoments
https://ideas.repec.org/p/cwl/cwldpp/1640r.html
Efficient Estimation of Semiparametric Conditional Moment Models with Possibly Nonsmooth Residuals
Downloadable! This paper considers semiparametric efficient estimation of conditional moment models with possibly nonsmooth residuals in unknown parametric...
moment modelsefficientestimationconditional
https://econpapers.repec.org/paper/arxpapers/2404.11092.htm
EconPapers: Estimation for conditional moment models based on martingale difference divergence
By Kunyang Song, Feiyu Jiang and Ke Zhu; Abstract: We provide a new estimation method for conditional moment models via the martingale difference divergence...
moment modelsbased oneconpapersestimationconditional
https://ideas.repec.org/p/azt/cemmap/59-15.html
Constrained conditional moment restriction models
Downloadable! This paper examines a general class of inferential problems in semiparametric and nonparametric models defined by conditional moment...
constrainedconditionalmomentrestrictionmodels
https://arxiv.org/abs/2111.07643
[2111.07643] Mean-field models of dynamics on networks via moment closure: an automated procedure
Abstract page for arXiv paper 2111.07643: Mean-field models of dynamics on networks via moment closure: an automated procedure
https://ideas.repec.org/p/cwl/cwldpp/1731.html
Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown...
Downloadable! This paper computes the semiparametric efficiency bound for finite dimensional parameters identified by models of sequential moment restrictions...
for modelsefficiencybound