In parametric, nonlinear structural models, a classical sufficient condition for local identification, like Fisher (1966) and Rothenberg (1971), is that the vector of moment conditions is differentiable at the true parameter with full rank derivative matrix. We derive an analogous result for the...

Many non/semiparametric time series estimates may be regarded as different forms of sieve extremum estimates. For stationary absolute regular mixing observations, the authors obtain convergence rates of sieve extremurn estimates and root-n asymptotic normality of 'plug-in' sieve extremum...

We provide easy to verify sufficient conditions for the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously depends on some nonparametric estimators that can...

This paper studies a shape-invariant Engel curve system with endogenous total expenditure, in which the shape-invariant specification involves a common shift parameter for each demographic group in a pooled system of nonparametric Engel curves. We focus on the identification and estimation of...

We propose an estimation method for models of conditional moment restrictions, which contain finite dimensional unknown parameters (theta) and infinite dimensional unknown functions (h). Our proposal is to approximate h with a sieve and to estimate theta and the sieve parameters jointly by...