Endogeneity in high dimensions (Q2510821)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Endogeneity in high dimensions
scientific article

    Statements

    Endogeneity in high dimensions (English)
    0 references
    0 references
    0 references
    0 references
    4 August 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    focused GMM
    0 references
    sparsity recovery
    0 references
    endogenous variables
    0 references
    oracle property
    0 references
    conditional moment restriction
    0 references
    estimating equation
    0 references
    over identification
    0 references
    global minimization
    0 references
    semiparametric efficiency
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references