Demian Pouzo
Selected Publications
We present a general framework for studying regularized estimators; such estimators are pervasive in estimation problems […]
This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals, […]
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This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals, […]
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This paper studies nonparametric estimation of conditional moment restrictions in which the generalized residual functions can […]
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This paper considers semiparametric efficient estimation of conditional moment models with possibly nonsmooth residuals in unknown […]
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For semi/nonparametric conditional moment models containing unknown parametric components θ and unknown functions of endogenous variables […]
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This paper studies nonparametric estimation of conditional moment models in which the residual functions could be […]