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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...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2013
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| Assuntos: | |
| Acesso em linha: | 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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