Adaptive elastic net for generalized methods of moments

Journal of Business and Economic Statistics

Volumn 32, Issue 1, 2014, Pages 30-47

  Caner, Mehmet ^a   Zhang, Hao Helen ^b,c  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

^b University of Arizona   (United States)

^c Department of Statistics North Carolina State UniversityRaleigh ^*  (United States)

Author keywords

GMM; Oracle property; Penalized estimators

Indexed keywords

EID: 84901761737     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2013.836104     Document Type: Article

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