Hybrid generalized empirical likelihood estimators : instrument selection with adaptive lasso
Year of publication: |
July 2015
|
---|---|
Authors: | Caner, Mehmet ; Fan, Qingliang |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 187.2015, 1, p. 256-274
|
Subject: | Model selection | Near minimax risk bound | Shrinkage estimators | Schätztheorie | Estimation theory | Modellierung | Scientific modelling |
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