Juan Carlos Escanciano
Selected Publications
Locally robust semiparametric estimation
We give a general construction of debiased/locally robust/orthogonal (LR) moment functions for GMM, where the derivative […]
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Locally robust semiparametric estimation
This paper shows how to construct locally robust semiparametric GMM estimators, meaning equivalently moment conditions have […]
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Nonparametric Euler equation identification and estimation
We consider nonparametric identification and estimation of pricing kernels, or equivalently of marginal utility functions up […]
Set inferences and sensitivity analysis in semiparametric conditionally identified models
This paper provides tools for partial identification inference and sensitivity analysis in a general class of […]
On the identification of structural linear functionals
This paper asks which aspects of a structural Nonparametric Instrumental Variables Regression (NPIVR) can be identified […]