Similar Search Results

Near exogeneity and weak identification in generalized empirical likelihood estimators : many moment asymptotics

Caner, Mehmet - In: Journal of econometrics 182 (2014) 2, pp. 247-268

Persistent link: https://www.econbiz.de/10010497084

Lasso-type GMM estimator

Caner, Mehmet - In: Econometric theory 25 (2009) 1, pp. 270-290

Persistent link: https://www.econbiz.de/10003816229

Nearly-singular design in GMM and generalized empirical likelihood estimators

Caner, Mehmet - In: Journal of econometrics 144 (2008) 2, pp. 511-523

Persistent link: https://www.econbiz.de/10003774699

Testing, estimation in GMM and cue with nearly-weak identification

Caner, Mehmet - In: Econometric reviews 29 (2010) 3, pp. 330-363

Persistent link: https://www.econbiz.de/10003965141

Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases

Caner, Mehmet - In: Journal of econometrics 137 (2007) 1, pp. 28-67

Persistent link: https://www.econbiz.de/10003425500

Inference in partially identified models with many moment inequalities using Lasso

Bugni, Federico A.; Caner, Mehmet; Kock, Anders Bredahl; … - 2016

Persistent link: https://www.econbiz.de/10011474717

Moment and IV selection approaches : a comparative simulation study

Caner, Mehmet; Maasoumi, Esfandiar; Riquelme, Juan Andrés - In: Econometric reviews 35 (2016) 8/10, pp. 1562-1581

Persistent link: https://www.econbiz.de/10011592372

Adaptive elastic net GMM estimation with many invalid moment conditions : simultaneous model and moment selection

Caner, Mehmet; Han, Xu; Lee, Yoonseok - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 24-46

Persistent link: https://www.econbiz.de/10011894389

Adaptive elastic net for generalized methods of moments

Caner, Mehmet; Zhang, Hao Helen; Danaher, Peter J. - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 30-47

Persistent link: https://www.econbiz.de/10010380481

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

Caner, Mehmet - 2016

This paper develops the adaptive elastic net GMM estimator in large dimensional models with potentially (locally) invalid moment conditions, where both the number of structural parameters and the number of moment conditions may increase with the sample size. The basic idea is to conduct the...

Persistent link: https://www.econbiz.de/10013007280