Culling the Herd of Moments with Penalized Empirical Likelihood
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Publication:6190692
DOI10.1080/07350015.2022.2071903arXiv2108.03382OpenAlexW3189423543MaRDI QIDQ6190692
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Publication date: 6 March 2024
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.03382
moment selectionestimating equationsempirical likelihoodmisspecificationpenalized likelihoodhigh-dimensional statistical methods
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