The following pages link to LASSO-TYPE GMM ESTIMATOR (Q3551023):
Displaying 42 items.
- Nearly-singular design in GMM and generalized empirical likelihood estimators (Q295412) (← links)
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- CUE with many weak instruments and nearly singular design (Q528057) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Linear instrumental variables model averaging estimation (Q1621352) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- The optimal selection for restricted linear models with average estimator (Q1724760) (← links)
- Regularization parameter selection for penalized empirical likelihood estimator (Q1741726) (← links)
- On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
- Variable selection for structural equation with endogeneity (Q1794305) (← links)
- Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution (Q2032187) (← links)
- The empirical saddlepoint estimator (Q2154965) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- Inference in partially identified models with many moment inequalities using Lasso (Q2301088) (← links)
- Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
- Endogeneity in high dimensions (Q2510821) (← links)
- Instrumental variables estimation with many weak instruments using regularized JIVE (Q2511799) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- High dimensional semiparametric moment restriction models (Q2682952) (← links)
- ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES (Q2909250) (← links)
- Penalized MM regression estimation with<i>L</i><sub>γ</sub>penalty: a robust version of bridge regression (Q2953971) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- GMM estimation in partial linear models with endogenous covariates causing an over-identified problem (Q3178629) (← links)
- Testing, Estimation in GMM and CUE with Nearly-Weak Identification (Q3564824) (← links)
- Unit root test for short panels with serially correlated errors (Q4976264) (← links)
- ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318) (← links)
- Survey-Based Forecasting: To Average or Not to Average (Q5015918) (← links)
- Stock return predictability: A factor-augmented predictive regression system with shrinkage method (Q5034238) (← links)
- Conditional sparse boosting for high-dimensional instrumental variable estimation (Q5040523) (← links)
- Oracle GMM estimation for misspecified models via thresholding (Q5083448) (← links)
- Adaptive <i>k</i>-class estimation in high-dimensional linear models (Q5086364) (← links)
- Adaptive Lasso for vector Multiplicative Error Models (Q5121495) (← links)
- Bootstrap inference for penalized GMM estimators with oracle properties (Q5861002) (← links)
- Moment and IV Selection Approaches: A Comparative Simulation Study (Q5864513) (← links)
- Estimation of Sparse Structural Parameters with Many Endogenous Variables (Q5864514) (← links)
- Integrating Multisource Block-Wise Missing Data in Model Selection (Q5881971) (← links)
- Over-identified doubly robust identification and estimation (Q6163265) (← links)
- A GMM approach in coupling internal data and external summary information with heterogeneous data populations (Q6500209) (← links)
