Econometric estimation with high-dimensional moment equalities
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Publication:311648
DOI10.1016/j.jeconom.2016.07.004zbMath1443.62506OpenAlexW3123833880MaRDI QIDQ311648
Publication date: 13 September 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.07.004
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)
Related Items (7)
Adaptive k-class estimation in high-dimensional linear models ⋮ Exponentially tilted likelihood inference on growing dimensional unconditional moment models ⋮ Forward-selected panel data approach for program evaluation ⋮ Culling the Herd of Moments with Penalized Empirical Likelihood ⋮ A new scope of penalized empirical likelihood with high-dimensional estimating equations ⋮ Moment redundancy test with application to efficiency-improving copulas ⋮ Survey-Based Forecasting: To Average or Not to Average
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