Question

chen, x. and pouzo, d. (2012). estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals. econometrica, 80(1):277–321.

Answer 1

chen,x and pouzo,d (2012) studies non parametric estimation of conditional moment models with possibly nonsmooth generalized residuals ,econometrica

This paper studies nonparametric estimation of conditional moment restrictions in which the generalised residual functions can be nonsmooth in the unknown functions of endogenous variables.this is a nonparametric nonlinear instrumental variables problem.we propose a class of penalized sieve minimum distance estimators,which are minimizers of a penalized empirical minimum distance criterion over a collection of sieve spaces that are dense in the infinite dimensional function parameter space.

learn more about Chen,x and Pouzo,d.(2012) here brainly.com/question/14504583

#SPJ4