Chen, Xiaohong; Pouzo, Demian - Centre for Microdata Methods and Practice (CEMMAP) - 2008
<p><p>This paper studies nonparametric estimation of conditional moment models in which the residual functions could be nonsmooth with respect to the unknown functions of endogenous variables. It is a problem of nonparametric nonlinear instrumental variables (IV) estimation, and a difficult nonlinear...</p></p>