GMM estimation for high-dimensional panel data models

DOI10.1016/J.JECONOM.2024.105853MaRDI QIDQ6664631FDOQ6664631

Authors: Tingting Cheng, Chaohua Dong, Jiti Gao, Oliver Linton 

Publication date: 16 January 2025

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

semiparametric estimationgeneralized method of momentssieve methodinteractive effectover-identification issue

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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