Demian Pouzo
Selected Publications
Towards a general large sample theory for regularized estimators
We present a general framework for studying regularized estimators; such estimators are pervasive in estimation problems […]
Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models
This paper considers inference on functionals of semi/nonparametric conditional moment restrictions with possibly nonsmooth generalized residuals, […]
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Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
This paper considers semiparametric efficient estimation of conditional moment models with possibly nonsmooth residuals in unknown […]
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Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
For semi/nonparametric conditional moment models containing unknown parametric components θ and unknown functions of endogenous variables […]
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Estimation of nonparametric conditional moment models with possibly nonsmooth moments
This paper studies nonparametric estimation of conditional moment models in which the residual functions could be […]