Moment restriction-based econometric modelling is a broad class which includes the parametric, semiparametric and … stationary processes, method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models … coefficients in a structural equation with many instruments, instrumental variable estimation in the presence of many moment …

Moment restriction-based econometric modelling is a broad class which includes the parametric, semiparametric and … for stationary processes, method of moments estimation and identifiability of semiparametric nonlinear errors … of coefficients in a structural equation with many instruments, instrumental variable estimation in the presence of many …

We propose a framework for estimation and inference about the parameters of an economic model and predictions based on …

We propose a framework for estimation and inference when the model may be misspecified. We rely on a local asymptotic …

We propose a framework for estimation and inference when the model may be misspecified. We rely on a local asymptotic …

robustness properties of PAE for estimation and prediction. As illustrations, we report PAE estimates of distributions of … show that PAE have minimum worst-case bias under local misspecification of the parametric distribution of unobservables … posterior conditioning, which quantifies the bias of PAE relative to parametric modelbased estimators, and we study other …

-case specification error under various forms of misspecification of the parametric distribution of unobservables. In addition, we … relative to parametric model-based estimators. As illustrations, we report PAE estimates of distributions of neighborhood …

-case specification error under various forms of misspecification of the parametric distribution of unobservables. In addition, we … relative to parametric model-based estimators. As illustrations, we report PAE estimates of distributions of neighborhood …

We propose a framework for estimation and inference when the model may be misspecified. We rely on a local asymptotic …