Inference in partially identified models with many moment inequalities using Lasso (Q2301088)
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scientific article; zbMATH DE number 7175897
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| English | Inference in partially identified models with many moment inequalities using Lasso |
scientific article; zbMATH DE number 7175897 |
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Inference in partially identified models with many moment inequalities using Lasso (English)
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28 February 2020
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many moment inequalities
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self-normalizing sum
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multiplier bootstrap
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empirical bootstrap
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Lasso
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inequality selection
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0.8250660300254822
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0.8185955882072449
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0.8170703649520874
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0.7989960312843323
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