Semiparametric minimum-distance estimation methods are introduced for the estimation of parametric or semiparametric econometric models. The semiparametric minimum-distance estimation methods share some familiar properties of the classical minimum-distance estimation method. However, they can be applied to the estimation of models with disagregated data. Asymptotic properties of the estimators are analyzed. Some goodness-of-fit test statistics are introduced. For the estimation of some econometric models, weighted minimum-distance estimators can be asymptotically efficient. The minimum-distance estimators are asympototically invariant with respect to some transformations.Center for Research on Economic and Social Theory, Department of Economics, University of Michiganhttp://deepblue.lib.umich.edu/bitstream/2027.42/100840/1/ECON297.pd
