Bootstrap inference for penalized GMM estimators with oracle properties
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Publication:5861002
DOI10.1080/07474938.2019.1630076zbMath1490.62188OpenAlexW2904840821WikidataQ127598002 ScholiaQ127598002MaRDI QIDQ5861002
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://econpapers.repec.org/RePEc:sur:surrec:0618
Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric statistical resampling methods (62G09)
Uses Software
Cites Work
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