We analyze the identification and estimation of parameters β satisfying the incomplete linear moment restrictions E(z T(x β-y)) = E(zTu(z)) where z is a set of instruments and u(z) an unknown bounded scalar function. We first provide empirically relevant examples of such a set-up. Second, we...

We analyze the identification and estimation of parameters β satisfying the incomplete linear moment restrictions E(zT (xβ−y)) = E(zT u(z)) where z is a set of instruments and u(z) an unknown bounded scalar function. We first provide empirically relevant examples of such a set-up. Second, we...

We investigate identification in semi-parametric binary regression models, y = 1(xβ+υ+ε 0) when υ is either discrete or measured within intervals. The error term ε is assumed to be uncorrelated with a set of instruments z, ε is independent of υ conditionally on x and z, and the support...