Matches in SemOpenAlex for { <https://semopenalex.org/work/W222760604> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W222760604 endingPage "1608" @default.
- W222760604 startingPage "1582" @default.
- W222760604 abstract "We apply the generalized method of moments–least absolute shinkage and selection operator (GMM-Lasso) (Caner, 2009) to a linear structural model with many endogenous regressors. If the true parameter is sufficiently sparse, we can establish a new oracle inequality, which implies that GMM-Lasso performs almost as well as if we knew a priori the identities of the relevant variables. Sparsity, meaning that most of the true coefficients are too small to matter, naturally arises in econometric applications where the model can be derived from economic theory. In addition, we propose to use a modified version of AIC or BIC to select the tuning parameter in practical implementation. Simulations provide supportive evidence concerning the finite sample properties of the GMM-Lasso." @default.
- W222760604 created "2016-06-24" @default.
- W222760604 creator A5080743390 @default.
- W222760604 date "2015-10-12" @default.
- W222760604 modified "2023-09-27" @default.
- W222760604 title "Estimation of Sparse Structural Parameters with Many Endogenous Variables" @default.
- W222760604 cites W1969495811 @default.
- W222760604 cites W2020925091 @default.
- W222760604 cites W2026355481 @default.
- W222760604 cites W2028995298 @default.
- W222760604 cites W2030854328 @default.
- W222760604 cites W2031786059 @default.
- W222760604 cites W2037645235 @default.
- W222760604 cites W2050031210 @default.
- W222760604 cites W2063978378 @default.
- W222760604 cites W2074682976 @default.
- W222760604 cites W2116581043 @default.
- W222760604 cites W2135046866 @default.
- W222760604 cites W2139901214 @default.
- W222760604 cites W2155279231 @default.
- W222760604 cites W2163162137 @default.
- W222760604 cites W2167880278 @default.
- W222760604 cites W2202563661 @default.
- W222760604 cites W2490169366 @default.
- W222760604 cites W3105340263 @default.
- W222760604 cites W3122019996 @default.
- W222760604 cites W3123357764 @default.
- W222760604 cites W3125188740 @default.
- W222760604 cites W3125381306 @default.
- W222760604 cites W4247571494 @default.
- W222760604 doi "https://doi.org/10.1080/07474938.2015.1092805" @default.
- W222760604 hasPublicationYear "2015" @default.
- W222760604 type Work @default.
- W222760604 sameAs 222760604 @default.
- W222760604 citedByCount "8" @default.
- W222760604 countsByYear W2227606042015 @default.
- W222760604 countsByYear W2227606042018 @default.
- W222760604 countsByYear W2227606042019 @default.
- W222760604 countsByYear W2227606042020 @default.
- W222760604 countsByYear W2227606042021 @default.
- W222760604 countsByYear W2227606042022 @default.
- W222760604 crossrefType "journal-article" @default.
- W222760604 hasAuthorship W222760604A5080743390 @default.
- W222760604 hasConcept C105795698 @default.
- W222760604 hasConcept C111472728 @default.
- W222760604 hasConcept C115903868 @default.
- W222760604 hasConcept C126255220 @default.
- W222760604 hasConcept C136764020 @default.
- W222760604 hasConcept C138885662 @default.
- W222760604 hasConcept C149782125 @default.
- W222760604 hasConcept C162748667 @default.
- W222760604 hasConcept C28826006 @default.
- W222760604 hasConcept C33923547 @default.
- W222760604 hasConcept C37616216 @default.
- W222760604 hasConcept C41008148 @default.
- W222760604 hasConcept C55166926 @default.
- W222760604 hasConcept C6422946 @default.
- W222760604 hasConcept C75553542 @default.
- W222760604 hasConcept C93959086 @default.
- W222760604 hasConceptScore W222760604C105795698 @default.
- W222760604 hasConceptScore W222760604C111472728 @default.
- W222760604 hasConceptScore W222760604C115903868 @default.
- W222760604 hasConceptScore W222760604C126255220 @default.
- W222760604 hasConceptScore W222760604C136764020 @default.
- W222760604 hasConceptScore W222760604C138885662 @default.
- W222760604 hasConceptScore W222760604C149782125 @default.
- W222760604 hasConceptScore W222760604C162748667 @default.
- W222760604 hasConceptScore W222760604C28826006 @default.
- W222760604 hasConceptScore W222760604C33923547 @default.
- W222760604 hasConceptScore W222760604C37616216 @default.
- W222760604 hasConceptScore W222760604C41008148 @default.
- W222760604 hasConceptScore W222760604C55166926 @default.
- W222760604 hasConceptScore W222760604C6422946 @default.
- W222760604 hasConceptScore W222760604C75553542 @default.
- W222760604 hasConceptScore W222760604C93959086 @default.
- W222760604 hasIssue "8-10" @default.
- W222760604 hasLocation W2227606041 @default.
- W222760604 hasOpenAccess W222760604 @default.
- W222760604 hasPrimaryLocation W2227606041 @default.
- W222760604 hasRelatedWork W1522851982 @default.
- W222760604 hasRelatedWork W2077653218 @default.
- W222760604 hasRelatedWork W2198431941 @default.
- W222760604 hasRelatedWork W2309859740 @default.
- W222760604 hasRelatedWork W2932361484 @default.
- W222760604 hasRelatedWork W2990639985 @default.
- W222760604 hasRelatedWork W3084050243 @default.
- W222760604 hasRelatedWork W3124685736 @default.
- W222760604 hasRelatedWork W4297915630 @default.
- W222760604 hasRelatedWork W4301794598 @default.
- W222760604 hasVolume "35" @default.
- W222760604 isParatext "false" @default.
- W222760604 isRetracted "false" @default.
- W222760604 magId "222760604" @default.
- W222760604 workType "article" @default.