Moment Selection and Generalized Empirical Likelihood Estimation in High-Dimensional Unconditional Moment Conditions

WANG Wenjun, YANG Zhihuang

Journal of Systems Science & Complexity ›› 2024, Vol. 37 ›› Issue (6) : 2738-2770.

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Journal of Systems Science & Complexity ›› 2024, Vol. 37 ›› Issue (6) : 2738-2770. DOI: 10.1007/s11424-024-3129-9

Moment Selection and Generalized Empirical Likelihood Estimation in High-Dimensional Unconditional Moment Conditions

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science & Complexity, 2024, 37(6): 2738-2770 https://doi.org/10.1007/s11424-024-3129-9

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