Endogeneity in high dimensions (Q2510821): Difference between revisions
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Revision as of 01:02, 20 February 2024
scientific article
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English | Endogeneity in high dimensions |
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Endogeneity in high dimensions (English)
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4 August 2014
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focused GMM
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sparsity recovery
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endogenous variables
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oracle property
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conditional moment restriction
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estimating equation
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over identification
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global minimization
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semiparametric efficiency
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