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 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...