Yuhao Li

Kernel Minimum Distance Estimation and Testing with Conditional Moment Restrictions: A Unified Framework

We propose a unified Kernel Minimum Distance (KMD) framework for estimating and testing models defined by conditional moment restrictions. By embedding conditional moments into a Reproducing Kernel Hilbert Space (RKHS), we construct a closed-form $V$-statistic objective function that quantifies the distance from the re...