We give semiparametric identification and estimation results for econometric models with a regressor that is endogenous …

This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions …

derivative with respect to first step nonparametric estimation is zero and equivalently first step estimation has no effect on … first step nonparametric estimation to identifying or original moment conditions. We also give numerical methods for …

infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with … inequality/moment selection methods. We provide conditions for the use of nonparametric kernel and series estimators, including a …

infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with … methods. We provide conditions for the use of nonparametric kernel and series estimators, including a novel result that …

impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric QR …

infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with … inference in nonparametric models with a continuum of inequalities. We develop asymptotic theory for our method based on the …. We provide conditions for the use of nonparametric kernel and series estimators, including a novel result that …