Gerard Sanchez

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This paper considers semiparametric two-step GMM estimation and inference with weakly dependent data, where unknown nuisance functions are estimated via sieve extremum estimation in the …rst step. We show that although the asymptotic variance of the second-step GMM esti-mator may not have a closed form expression, it can be well approximated by sieve(More)
5. Meeting schedule for SEC a. There is possibility that the President may have a recurring conflict with the existing SEC scheduled meetings. Carmen Vasquez will investigate if it's a recurring conflict. If so, A. McInerney proposes that we move all SEC meetings one Monday earlier. This matter will be dealt with through email. 7. Nominations and elections(More)
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