High dimensional generalized empirical likelihood for moment restrictions with dependent data
Jinyuan Chang; Song Xi Chen; Xiaohong Chen
| Year of publication: |
2015
|
|---|---|
| Authors: | Chan, Jinyuan ; Chen, Song Xi ; Chen, Xiaohong |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 185.2015, 1, p. 283-304
|
| Subject: | Generalized empirical likelihood | High dimensionality | Penalized likelihood | Variable selection | Over-identification test | Weak dependence | Schätztheorie | Estimation theory | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011339855