Adaptive Elastic Net GMM Estimator with Many Invalid Moment Conditions: An Application to Dynamic Panel Data Models (previous title: Semiparametrically efficient high-dimensional GMM estimator with many invalid moment conditions: an application to dynamic panel data models):

Mehmet CANER; Xu HAN; Yoonseok LEE

Adaptive Elastic Net GMM Estimator with Many Invalid Moment Conditions: An Application to Dynamic Panel Data Models (previous title: Semiparametrically efficient high-dimensional GMM estimator with many invalid moment conditions: an application to dynamic panel data models):

Mehmet CANER
, Xu HAN
, Yoonseok LEE

Department of Economics and Finance

Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review

Original language	English
Publication status	Published - 28 Sept 2012
Event	Midwest Econometrics Group Meeting - , United States Duration: 28 Sept 2012 → 29 Sept 2012

Conference

Conference	Midwest Econometrics Group Meeting
Place	United States
Period	28/09/12 → 29/09/12

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CANER, M., HAN, X., & LEE, Y. (2012). Adaptive Elastic Net GMM Estimator with Many Invalid Moment Conditions: An Application to Dynamic Panel Data Models (previous title: Semiparametrically efficient high-dimensional GMM estimator with many invalid moment conditions: an application to dynamic panel data models):. Paper presented at Midwest Econometrics Group Meeting, United States.

CANER, Mehmet ; HAN, Xu ; LEE, Yoonseok. / Adaptive Elastic Net GMM Estimator with Many Invalid Moment Conditions : An Application to Dynamic Panel Data Models (previous title: Semiparametrically efficient high-dimensional GMM estimator with many invalid moment conditions: an application to dynamic panel data models):. Paper presented at Midwest Econometrics Group Meeting, United States.

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title = "Adaptive Elastic Net GMM Estimator with Many Invalid Moment Conditions: An Application to Dynamic Panel Data Models (previous title: Semiparametrically efficient high-dimensional GMM estimator with many invalid moment conditions: an application to dynamic panel data models):",

author = "Mehmet CANER and Xu HAN and Yoonseok LEE",

year = "2012",

month = sep,

day = "28",

language = "English",

note = "Midwest Econometrics Group Meeting ; Conference date: 28-09-2012 Through 29-09-2012",

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CANER, M, HAN, X & LEE, Y 2012, 'Adaptive Elastic Net GMM Estimator with Many Invalid Moment Conditions: An Application to Dynamic Panel Data Models (previous title: Semiparametrically efficient high-dimensional GMM estimator with many invalid moment conditions: an application to dynamic panel data models):', Paper presented at Midwest Econometrics Group Meeting, United States, 28/09/12 - 29/09/12.

Adaptive Elastic Net GMM Estimator with Many Invalid Moment Conditions: An Application to Dynamic Panel Data Models (previous title: Semiparametrically efficient high-dimensional GMM estimator with many invalid moment conditions: an application to dynamic panel data models): / CANER, Mehmet; HAN, Xu; LEE, Yoonseok.
2012. Paper presented at Midwest Econometrics Group Meeting, United States.

Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review

CANER M, HAN X, LEE Y. Adaptive Elastic Net GMM Estimator with Many Invalid Moment Conditions: An Application to Dynamic Panel Data Models (previous title: Semiparametrically efficient high-dimensional GMM estimator with many invalid moment conditions: an application to dynamic panel data models):. 2012. Paper presented at Midwest Econometrics Group Meeting, United States.