Supplement to "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Generalized Residuals"

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.

Supplemental Authors: 
Xiaohong Chen and Demian Pouzo