Adaptive elastic net for generalized methods of moments
Mehmet Caner; Hao Helen Zhang
| Year of publication: |
2014
|
|---|---|
| Authors: | Caner, Mehmet ; Zhang, Hao Helen ; Danaher, Peter J. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 32.2014, 1, p. 30-47
|
| Subject: | GMM | Oracle property | Penalized estimators | Momentenmethode | Method of moments | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010380481