Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 2 of 2 for “"moment selection"”.
-
Model selection for correlated data and moment selection from high-dimensional moment conditions
… two important but challenging issues: model selection for correlated data with diverging number of parameters and consistent moment selection from high-dimensional moment conditions. Longitudinal data arise frequently in biomedical and genomic research where repeated measurements within …
-
High-dimensional econometrics and model selection
… 1 proposes a new method to solve the many moment problem: in Generalized Method of Moments (GMM), when the number of moment conditions is comparable to or larger than the sample size, the traditional methods lead to biased estimators. We propose a LASSO based selection procedure in order to …