Pages that link to "Item:Q4979318"
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The following pages link to ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318):
Displaying 28 items.
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
- Efficient shrinkage in parametric models (Q894642) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Moment conditions selection based on adaptive penalized empirical likelihood (Q1724007) (← links)
- Penalized indirect inference (Q1754510) (← links)
- Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447) (← links)
- Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
- Variable selection for structural equation with endogeneity (Q1794305) (← links)
- Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates (Q2317398) (← links)
- Endogeneity in high dimensions (Q2510821) (← links)
- SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
- Data Integration with Oracle Use of External Information from Heterogeneous Populations (Q5057225) (← links)
- Oracle GMM estimation for misspecified models via thresholding (Q5083448) (← links)
- Simultaneous estimation and inference for multiple response variables (Q5083454) (← links)
- On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments (Q5242480) (← links)
- Estimation of Sparse Structural Parameters with Many Endogenous Variables (Q5864514) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)
- Two robust tools for inference about causal effects with invalid instruments (Q6055523) (← links)
- Minimizing sensitivity to model misspecification (Q6067186) (← links)
- Over-identified doubly robust identification and estimation (Q6163265) (← links)
- A GMM approach in coupling internal data and external summary information with heterogeneous data populations (Q6500209) (← links)
- Simultaneous selection and incorporation of consistent external aggregate information (Q6560564) (← links)
- Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection (Q6623159) (← links)
- Valid instrumental variable selection method using negative control outcomes and constructing efficient estimator (Q6625471) (← links)
- Estimation and inference in games of incomplete information with unobserved heterogeneity and large state space (Q6646162) (← links)
- Estimation and testing of kink regression model with endogenous regressors (Q6661257) (← links)
