Econometric estimation with high-dimensional moment equalities (Q311648): Difference between revisions

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-.1016/j.jeconom.2016.07.004
@@ Property / DOI: 10.1016/j.jeconom.2016.07.004 / rank @@
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+Publication
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+https://doi.org/10.1016/j.jeconom.2016.07.004
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+W3123833880
@@ Property / OpenAlex ID: W3123833880 / rank @@
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@@ Property / cites work @@
+Modeling Earnings Dynamics
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+Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
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+INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
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+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
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+Square-root lasso: pivotal recovery of sparse signals via conic programming
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+Simultaneous analysis of Lasso and Dantzig selector
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+Redundancy of moment conditions
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+Boosting for high-dimensional linear models
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+Statistics for high-dimensional data. Methods, theory and applications.
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+Boosting With the<i>L</i><sub>2</sub>Loss
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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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+GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
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+ON THE ASYMPTOTIC EFFICIENCY OF GMM
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+Regularized LIML for many instruments
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+Consistent Estimation with a Large Number of Weak Instruments
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+ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
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+Select the valid and relevant moments: an information-based Lasso for GMM with many moments
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+Empirical likelihood estimation and consistent tests with conditional moment restrictions
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+An Anatomy of International Trade: Evidence From French Firms
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+To How Many Simultaneous Hypothesis Tests Can Normal, Student's<i>t</i>or Bootstrap Calibration Be Applied?
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+Endogeneity in high dimensions
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+OPTIMAL INFERENCE WITH MANY INSTRUMENTS
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+Information in generalized method of moments estimation and entropy-based moment selection
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+A Consistent Method for the Selection of Relevant Instruments
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+Estimation of a panel data model with parametric temporal variation in individual effects
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+GMM with Many Moment Conditions
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Instrumental variables estimation with many weak instruments using regularized JIVE
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+GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
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+Self-normalized Cramér-type large deviations for independent random variables.
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+Empirical likelihood methods with weakly dependent processes
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+Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
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+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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+GMM inference when the number of moment conditions in large
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+A penalized empirical likelihood method in high dimensions
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+ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+Generalized Method of Moments With Many Weak Moment Conditions
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+Penalized empirical likelihood estimation of semiparametric models
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+On Bahadur efficiency of empirical likelihood
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood and general estimating equations
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@@ Property / DOI @@
+.1016/J.JECONOM.2016.07.004
@@ Property / DOI: 10.1016/J.JECONOM.2016.07.004 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:311648