Culling the Herd of Moments with Penalized Empirical Likelihood (Q6190692)

scientific article; zbMATH DE number 7813775

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English	Culling the Herd of Moments with Penalized Empirical Likelihood	scientific article; zbMATH DE number 7813775

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instance of

scholarly article

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title

Culling the Herd of Moments with Penalized Empirical Likelihood (English)

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publication date

6 March 2024

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full work available at URL

https://arxiv.org/abs/2108.03382

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zbMATH Keywords

empirical likelihood

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estimating equations

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high-dimensional statistical methods

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misspecification

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moment selection

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penalized likelihood

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MaRDI profile type

MaRDI publication profile

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cites work

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Instrumental variables estimation with many weak instruments using regularized JIVE

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Large Sample Properties of Generalized Method of Moments Estimators

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Extending the scope of empirical likelihood

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GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS

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Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions

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Testing Parameters in GMM Without Assuming that They Are Identified

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Penalized empirical likelihood and growing dimensional general estimating equations

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ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION

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A unified approach to model selection and sparse recovery using regularized least squares

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Second-order refinement of empirical likelihood for testing overidentifying restrictions

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Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

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Generalized Method of Moments With Many Weak Moment Conditions

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A unified theory of confidence regions and testing for high-dimensional estimating equations

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GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION

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Penalized empirical likelihood estimation of semiparametric models

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On Bahadur efficiency of empirical likelihood

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Empirical likelihood ratio confidence regions

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Econometric estimation with high-dimensional moment equalities

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Estimation of Sparse Structural Parameters with Many Endogenous Variables

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GMM with Weak Identification

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Q5309189

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Penalized high-dimensional empirical likelihood

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published in

Journal of Business and Economic Statistics

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Identifiers

arXiv ID

2108.03382

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DOI

10.1080/07350015.2022.2071903

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6190692