Choosing instrumental variables in conditional moment restriction models

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Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments (2013, methodology): “Sargan (1958), Hansen (1982), Eichenbaum, Hansen, and Singleton (1988). More recent papers include Berkowitz, Caner, and Fang (2012), Conley, Hansen, and Rossi (2012), Doko Tchatoka and Dufour (2012), Guggenberger (2012), Nevo and Rosen (2012), and DiTraglia (2012), among others.”
Best practices for differentiated products demand estimation with PyBLP (2020, methodology): “This approach was suggested by Newey (1990) and applied to conditional moment restriction models in Ai and Chen (2003) and Donald et al. (2009).”
Measuring Substitution Patterns in Diﬀerentiated-Products Industries (2019, unknown): “in Differentiated Products Industries∗ Amit Gandhi1 and Jean-François Houde2 1University of Wisconsin-Madison 2Wharton School, University of Pennsylvania January 25, 2016”