Dong, Chaohua; Gao, Jiti; Linton, Oliver - 2018
divergent and an unknown function is involved, are studied using the generalized method of moments (GMM) and sieve method … dealing with the nonparametric parameter. The consistency and normality for the GMM estimators are established. Meanwhile, a … restriction models. In addition, the potential sparsity under our setting is investigated via the combination of GMM methodology …