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):

Displayed 12 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)
• Inference for high-dimensional instrumental variables regression (Q2190211) ‎ (← links)
• Inference in partially identified models with many moment inequalities using Lasso (Q2301088) ‎ (← 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)