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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SSRN Electronic Journal
  • 作者Caner, Mehmet; Han, Xu; Lee, Yoonseok
  • 电子ISSN1556-5068
  • 文件大小450.32KB
  • 发表时间2015
  • DOI10.2139/ssrn.2314364
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