Culling the Herd of Moments with Penalized Empirical Likelihood

Title: Culling the Herd of Moments with Penalized Empirical Likelihood
Format: Journal Article
Publication Date: May 2022
Published In: Journal of Business & Economic Statistics
Publisher Taylor & Francis
External Contributors: Jinyuan Chang, Jia Zhang
Categories:
  • Applied Econometrics
  • Econometrics
Related Departments:
  • School of Economics