Adaptive Elastic Net for Generalized Methods of Moments

On the adaptive elastic-net with a diverging number of parameters

(2009) Hui Zou et al.   ANNALS OF STATISTICS

Generalized Method of Moments With Many Weak Moment Conditions

(2009)   ECONOMETRICA

LASSO-TYPE GMM ESTIMATOR

(2009) Mehmet Caner   ECONOMETRIC THEORY

Profile-kernel likelihood inference with diverging number of parameters

(2008) Clifford Lam et al.   ANNALS OF STATISTICS

Asymptotic properties of bridge estimators in sparse high-dimensional regression models

(2008) Jian Huang et al.   ANNALS OF STATISTICS

Shrinkage tuning parameter selection with a diverging number of parameters

(2008) Hansheng Wang et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Generalized empirical likelihood tests in time series models with potential identification failure

(2007) Patrik Guggenberger et al.   JOURNAL OF ECONOMETRICS