GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
Paulo MDC Parente, Richard J Smith
Econometric Theory | CAMBRIDGE UNIV PRESS | Published : 2011
We are grateful for the constructive comments and criticisms of a co-editor and two referees on an earlier version of the paper. This research has been presented at the University of Warwick; the Netherlands Econometric Study Group Conference 2005. Amsterdam, the 2005 ESRC Econometric Study Group Annual Conference, Bristol; and the 2005 World Congress of the Econometric Society, U.C.L., London. We are thankful to R. Dupleich Ulloa, J.A.F. Machado, M.B. Stewart. and participants at those meetings for useful comments. The Fundacao para a Ciencia e Tecnologia and a 2002 Leverhulme Major Research Fellowship provided financial support for Parente and Smith, respectively. Any errors are solely the responsibility of the authors.