Pages that link to "Item:Q494181"

The following pages link to Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181):

Displaying 17 items.

• Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
• Econometric estimation with high-dimensional moment equalities (Q311648) (← 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)
• Robust estimation and moment selection in dynamic fixed-effects panel data models (Q1643003) (← links)
• On selection of statistics for approximate Bayesian computing (or the method of simulated moments) (Q1659104) (← links)
• A new scope of penalized empirical likelihood with high-dimensional estimating equations (Q1990574) (← links)
• GMM quantile regression (Q2172015) (← links)
• Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
• Inference in partially identified models with many moment inequalities using Lasso (Q2301088) (← links)
• Oracle GMM estimation for misspecified models via thresholding (Q5083448) (← links)
• Adaptive <i>k</i>-class estimation in high-dimensional linear models (Q5086364) (← links)
• On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments (Q5242480) (← links)
• On the relevance of weaker instruments (Q5864655) (← links)
• An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels^† (Q5865520) (← links)
• Two robust tools for inference about causal effects with invalid instruments (Q6055523) (← links)
• Minimizing sensitivity to model misspecification (Q6067186) (← links)