input choices. We introduce a new method that exploits (increasingly available) data on a firm’s expectations of its future … demand assumptions. In contrast to dynamic panel methods, our proposed estimator can be implemented on very short panels … our proposed estimator yields results that are either similar to or more credible than commonly-used alternatives. These …

penalized sieve minimum distance (SMD) estimator of the unknown functions that are identified via the conditional moment models … important applications: root-n asymptotic normality of the plug-in penalized SMD estimator of a weighted average derivative of a …

-smooth indicators. The GEL class includes a number of estimators recently introduced as alternatives to the efficient GMM estimator …. In particular, a number of these tests avoid the necessity of providing an estimator for the Jacobian matrix which may be …