Endogeneity in high dimensions (Q2510821)

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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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