High dimensional semiparametric moment restriction models
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Publication:2682952
DOI10.1016/j.jeconom.2021.07.004OpenAlexW2782251672MaRDI QIDQ2682952
Chaohua Dong, J. T. Gao, Oliver B. Linton
Publication date: 1 February 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.07.004
penalizationgeneralized method of momentssieve methodsparsitymoment restrictionhigh dimensional modelsover-identification
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Uses Software
Cites Work
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