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A lasso type gmm estimator

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  • Mehmet Caner

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  • Mehmet Caner, 2006. "A lasso type gmm estimator," Working Paper 210, Department of Economics, University of Pittsburgh, revised Jan 2006.
    • Handle: RePEc:pit:wpaper:210
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    File URL: http://www.econ.pitt.edu/papers/Mehmet_lgmm.pdf
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    References listed on IDEAS

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    1. Politis, D. N. & Romano, Joseph P. & Wolf, Michael, 1997. "Subsampling for heteroskedastic time series," Journal of Econometrics, Elsevier, vol. 81(2), pages 281-317, December.
    2. Whitney K. Newey & James L. Powell, 2003. "Instrumental Variable Estimation of Nonparametric Models," Econometrica, Econometric Society, vol. 71(5), pages 1565-1578, September.
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