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Adaptive Elastic Net for Generalized Methods of Moments

Model selection and estimation are crucial parts of econometrics. This paper introduces a new technique that can simultaneously estimate and select the model in generalized method of moments (GMM) context. The GMM is particularly powerful for analyzing complex data sets such as longitudinal and pane...

Täydet tiedot

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Bibliografiset tiedot
Päätekijät: Caner, Mehmet, Zhang, Hao Helen
Aineistotyyppi: Artigo
Kieli:Inglês
Julkaistu: 2013
Aiheet:
Linkit:https://ncbi.nlm.nih.gov/pmc/articles/PMC3932067/
https://ncbi.nlm.nih.gov/pubmed/24570579
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/07350015.2013.836104
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