Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
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Publication:738049
DOI10.1016/j.jeconom.2011.05.008zbMath1441.62744OpenAlexW3125598238MaRDI QIDQ738049
Chung-Ming Kuan, Shih-Hsun Hsu
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.05.008
Fourier coefficientsGMMglobal identifiabilityconditional moment restrictionsgenerically comprehensive revealing function
Related Items (4)
Tests of additional conditional moment restrictions ⋮ Fixed‐effects binary choice models with three or more periods ⋮ Editorial. Moment restriction-based econometric methods: an overview ⋮ On the identification of models with conditional characteristic functions
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