BU.232.630.W4.SP25 sample_quiz_2

Consider the following nonlinear regression model: 𝑦 𝑖 = 𝛼 + 𝑒 𝛽 𝑥 𝑖 + 𝜀 𝑖 , Assume i.i.d. data and 𝔼 [ 𝜀 𝑖 | 𝑥 𝑖 ] = 0 . To estimate 𝛼 and 𝛽 by GMM, we need two moment conditi...