Efficient information theoretic inference for conditional moment restrictions

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Information and Entropy Econometrics - A Review and Synthesis (2008, background): “…of estimators that view the observed moments as (pure) zero-moment conditions will be discussed here briefly as it falls outside the scope of that review and because there are numerous recent reviews and texts of these methods (e.g., Smith, 2000, 2005, 2007; Owen, 2001; Hall, 2005; Kitamura, 2006).”
Assessing misspecified asset pricing models with empirical likelihood estimators (2012, unknown): “Recently, Smith (2007) developed tests for conditional moment restrictions models based on a kernel-weighted version of the Cressie Read power divergence family of discrepancies.”