Conditional moment restrictions and the role of density information in estimated structural models
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More about this item
Keywords
Incomplete models; Information projections; Small Samples; Shrinkage;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
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