Adaptive Elastic Net for Generalized Methods of Moments

DOI10.1080/07350015.2013.836104MaRDI QIDQ6666936zbMATH OpenFDO

Authors Mehmet Caner, Hao Helen Zhang

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2013.836104

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Cited in

(4)

• Identifying network ties from panel data: theory and an application to tax competition
• Moment selection and generalized empirical likelihood estimation in high-dimensional unconditional moment conditions
• The usage of bridge estimator to determine the order of integration for possibly integrated series as an alternative to Dickey–Pantula unit root test
• Inference for high-dimensional streamed longitudinal data

This page was built for publication: Adaptive Elastic Net for Generalized Methods of Moments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6666936)