This paper focuses on nonseparable structural models of the form Y = m(X, U, α0) with U X and in which the structural parameter α0 contains both finite dimensional (θ0) and infinite dimensional (h0) unknown components. Our proposal is to estimate α0 by a minimum distance from...

consistent and asymptotically normally distributed. Copyright (C) 2010 The Author(s). The Econometrics Journal (C) 2010 Royal Economic Society