The existence of a uniformly consistent estimator for a particular parameter is well-known to depend on the uniform continuity of the functional that defines the parameter in terms of the model.

We analyze equilibria in hedonic economies and study conditions that lead to identification of structural preference parameters in hedonic economies with both additive and nonadditive marginal utility and marginal product functions.

In this paper we develop a revealed preference-based nonparametric approach to characteristics models.

This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables.

The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. Multivariate Anal. 80 (2002) 138) on the structure of spatial design matrices.

This paper proposes a new class of HAC covariance matrix estimators.

GEL methods which generalize and extend previous contributions are defined and analysed for moment condition models specified in terms of weakly dependent data.

This paper considers a linear triangular simultaneous equations model with conditional quantile restrictions.

In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the parametric component which are asymptotically normal and converge at parametric rate.

This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables.