Data And Programs - Supplement to "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals"
Xiaohong Chen and Demian Pouzo
Description: A zip file containing replication files for the manuscript.
Proofs - Supplement to "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals"
Xiaohong Chen and Demian Pouzo
Description: This supplemental document first provides a brief summary of commonly used function spaces and sieve spaces. It then provides mathematical proofs of all the theorems, corollaries, propositions, and lemmas that appear in the main text and appendix.