Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate. Two step GMM is … improved approximations in overidentified models where the variance of the derivative of the moment conditions is large …

semiparametric efficiency lower bound. The requisite GEL criteria are constructed by local smoothing and parallel the local …

-parametric efficient estimators and tests for conditional moment restrictions models based on a local or kernel-weighted version of the …

This paper gives an account of the recent literature on estimating models for panel count data. Specifically, the …

<p><p><p>The system GMM estimator for dynamic panel data models combines moment conditions for the model in first …

In parametric models a sufficient condition for local idenfication is that the vector of moment is differentiable at … nonlinear, nonparametric models to avoid nonlinearities overwhelming linear effects. It give restrictions on a neighbourhood of … identification conditions in several important models, including nonseparable quantile instrumental variable (IV) models, single …

convenient for models comprised of a continuum of inequalities that are separable in parameters, and also applies to models with …

efficiency bound. The proofs do not rely on smoothness of underlying criterion functions. …