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Econometric estimation with high-dimensional moment equalities - MaRDI portal

Econometric estimation with high-dimensional moment equalities (Q311648)

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scientific article; zbMATH DE number 6626835
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English
Econometric estimation with high-dimensional moment equalities
scientific article; zbMATH DE number 6626835

    Statements

    Econometric estimation with high-dimensional moment equalities (English)
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    13 September 2016
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    bias correction
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    empirical likelihood
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    greedy algorithm
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    high-dimensional estimation
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