BERRY, STEVE; LINTON, OLIVER B.; PAKES, ARIEL - In: Review of Economic Studies 71 (2004) 07, pp. 613-654
We provide an asymptotic distribution theory for a class of generalized method of moments estimators that arise in the study of differentiated product markets when the number of observations is associated with the number of products within a given market. We allow for three sources of error:...
