This paper provides estimators for moments and quantiles of the unknown distribution in this problem.

This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification.

In this paper we modify CUE to solve the no moments/large dispersion problem.

We propose a new method of testing stochastic dominance which improves on existing tests based on bootstrap or subsampling.

We estimate the effects of active labour market policies (ALMP) on subsequent employment by nonparametric instrumental variables and matching estimators.

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.

The most common approach to estimating conditional quantile curves is to fit a curve, typically linear, pointwise for each quantile.

Using many moment conditions can improve efficiency but makes the usual GMM inferences inaccurate.