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Adaptive Elastic Net for Generalized Methods of Moments

✍ Scribed by Caner, Mehmet; Zhang, Hao Helen


Book ID
125843261
Publisher
American Statistical Association
Year
2014
Tongue
English
Weight
312 KB
Volume
32
Category
Article
ISSN
0735-0015

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πŸ“œ SIMILAR VOLUMES


Generalized method of moments
✍ Alastair R. Hall πŸ“‚ Library πŸ“… 2005 πŸ› Oxford University Press 🌐 English βš– 4 MB

This book has become one of the main statistical tools for the analysis of economic and financial data. Designed for both theoreticians and practitioners, this book provides a comprehensive treatment of GMM estimation and inference. All the main statistical results are discussed intuitively and prov