Endogeneity in high dimensions (Q2510821): Difference between revisions

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+Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
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+Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
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+Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
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+Q4715627
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+Least squares after model selection in high-dimensional sparse models
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+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
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+Simultaneous analysis of Lasso and Dantzig selector
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+Q4399904
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+Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions
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+Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
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+Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm
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+Statistics for high-dimensional data. Methods, theory and applications.
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+On the Testability of Identification in Some Nonparametric Models With Endogeneity
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+LASSO-TYPE GMM ESTIMATOR
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+Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso
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+Asymptotic efficiency in estimation with conditional moment restrictions
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+Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
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+An MCMC approach to classical estimation.
@@ Property / cites work: An MCMC approach to classical estimation. / rank @@
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+An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
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+Consistent Estimation of Models Defined by Conditional Moment Restrictions
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+Choosing instrumental variables in conditional moment restriction models
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+Exogeneity
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Nonconcave Penalized Likelihood With NP-Dimensionality
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+Efficient estimation of conditional variance functions in stochastic regression
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+Nonparametric methods for inference in the presence of instrumental variables
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+Large Sample Properties of Generalized Method of Moments Estimators
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+A Smoothed Maximum Score Estimator for the Binary Response Model
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+Asymptotic properties of bridge estimators in sparse high-dimensional regression models
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+Q3543468
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+Variable selection using MM algorithms
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+Smoothly Clipped Absolute Deviation on High Dimensions
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+Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
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+Q4328418
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+Sparse estimators and the oracle property, or the return of Hodges' estimator
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+ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
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+Regularized M-estimators with nonconvexity: Statistical and algorithmic theory for local optima
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+A unified approach to model selection and sparse recovery using regularized least squares
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+Semiparametric efficiency bounds
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+Instrumental Variable Estimation of Nonparametric Models
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+A simplified approach to computing efficiency bounds in semiparametric models
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+\(\ell_{1}\)-penalization for mixture regression models
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+Q4864293
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+High-dimensional generalized linear models and the lasso
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+High-dimensional variable selection
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+Nearly unbiased variable selection under minimax concave penalty
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+A general theory of concave regularization for high-dimensional sparse estimation problems
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+Q3174050
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+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
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+One-step sparse estimates in nonconcave penalized likelihood models
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+On the adaptive elastic net with a diverging number of parameters
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+W2037645235
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