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Linear inverse problems in structural econometrics estimation based on spectral decomposition and regularization

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Efficient estimation of general dynamic models with a continuum of moment conditions

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On the asymptotic efficiency of GMM

Carrasco, Marine; Florens, Jean-Pierre - In: Econometric theory 30 (2014) 2, pp. 372-406

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Simulation-based method of moments and efficiency

Carrasco, Marine; Florens, Jean-Pierre - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 482-492

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Generalization of GMM to a continuum of moment conditions

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Efficient GMM estimation using the empirical characteristic function

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Gaussian processes and Bayesian moment estimation

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Chapter 77 Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization

Carrasco, Marine; Florens, Jean-Pierre; Renault, Eric - In: Handbook of econometrics : volume 6B, (pp. 5633-5751). 2007

Inverse problems can be described as functional equations where the value of the function is known or easily estimable but the argument is unknown. Many problems in econometrics can be stated in the form of inverse problems where the argument itself is a function. For example, consider a...

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Dynamic quantile models

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