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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...
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<p>We analyze the identification and estimation of parameters β satisfying the incomplete linear moment restrictions E(z <sup>T</sup>(x β−y)) = E(z<sup>T</sup>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...</p>
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