HAN, Chirok; JONG, Robert DE - In: Annales d'Economie et de Statistique (2004) 74, pp. 1-13
This paper considers Closest Moment (CM) estimation with a general distance function, and avoids the assumption of nonsingular quadratic local behavior. The results of Manski [1983], Newey [1988], Pötscher and Prucha [1997], and DE Jong and Han [2002] are obtained as special cases. Consistency...