ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318): Difference between revisions

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+Sparse estimators and the oracle property, or the return of Hodges' estimator
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+Discontinuities of weak instrument limiting distributions.
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+ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
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+LASSO-TYPE GMM ESTIMATOR
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+Normal rank
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+On the asymptotics of constrained \(M\)-estimation
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+Initial conditions and moment restrictions in dynamic panel data models
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+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Another look at the instrumental variable estimation of error-components models
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+A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty
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+Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
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+The Adaptive Lasso and Its Oracle Properties
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+GMM with Weak Identification
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+Normal rank
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+The Estimation of Economic Relationships using Instrumental Variables
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+Simulation and the Asymptotics of Optimization Estimators
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+Asymptotics for Lasso-type estimators.
@@ Property / cites work: Asymptotics for Lasso-type estimators. / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466612000783
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+W3125381306
@@ Property / OpenAlex ID: W3125381306 / rank @@
+Normal rank