Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189)
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scientific article
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| English | Exponentially tilted likelihood inference on growing dimensional unconditional moment models |
scientific article |
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Exponentially tilted likelihood inference on growing dimensional unconditional moment models (English)
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23 November 2017
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growing-dimensional data analysis
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model misspecification
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moment unconditional models
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penalized exponentially tilted likelihood
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variable selection
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parameter estimation
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0.89044714
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0.88545436
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0.88511026
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0.88000685
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0.8668098
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0.86502737
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0.85950553
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