Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - Department of Economics and Finance, College of … - 2010
Moment restriction-based econometric modelling is a broad class which includes the parametric, semiparametric and nonparametric approaches. Moments and conditional moments themselves are nonparametric quantities. If a model is specified in part up to some finite dimensional parameters, this will...