High dimensional semiparametric moment restriction models

journal contribution

posted on 2022-11-09, 02:45 authored by Chaohua Dong, Jiti Gao, Oliver Linton

Moment restriction semiparametric models, where both the dimension of parameter

History

Classification-JEL

C12, C14, C22, C30

Creation date

2017-11-01

Working Paper Series Number

17/17

Length

43

File-Format

application/pdf

Handle

RePEc:msh:ebswps:2017-17

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Keywords

Generalized method of moments high dimensional models moment restriction over-identification sieve method.

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