Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection

DOI10.1080/07350015.2015.1129344zbMath1547.6265MaRDI QIDQ6623159

Mehmet Caner, Xu Han, Yoonseok Lee

Publication date: 23 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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