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Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection

Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection

Caner, Mehmet; Han, Xu; Lee, Yoonseok

期刊名称Journal of Business & Economic Statistics
作者Caner, Mehmet; Han, Xu; Lee, Yoonseok
印刷ISSN0735-0015
电子ISSN1537-2707
文件大小538.86KB
发表时间2015-12-18
DOI10.1080/07350015.2015.1129344

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