Endogeneity in high dimensions (Q2510821)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Endogeneity in high dimensions |
scientific article |
Statements
Endogeneity in high dimensions (English)
0 references
4 August 2014
0 references
focused GMM
0 references
sparsity recovery
0 references
endogenous variables
0 references
oracle property
0 references
conditional moment restriction
0 references
estimating equation
0 references
over identification
0 references
global minimization
0 references
semiparametric efficiency
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references