Adaptive elastic net GMM estimation with many invalid moment conditions : simultaneous model and moment selection
Mehmet Caner, Xu Han, Yoonseok Lee
| Year of publication: |
January 2018
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|---|---|
| Authors: | Caner, Mehmet ; Han, Xu ; Lee, Yoonseok |
| 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. 36.2018, 1, p. 24-46
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| Subject: | Dynamic panel | Efficiency bound | GMM | Large-dimensional models | Shrinkage | Tuning parameter choice | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1129344 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011894389