Culling the Herd of Moments with Penalized Empirical Likelihood
Work
Year: 2022
Type: article
Abstract: Models defined by moment conditions are at the center of structural econometric estimation, but economic theory is mostly agnostic about moment selection. While a large pool of valid moments can poten... more
Authors Jinyuan Chang, Zhentao Shi, Zhang Jia
Institutions Guizhou University of Finance and Economics, Southwestern University of Finance and Economics, Chinese University of Hong Kong, Georgia Institute of Technology
Cites: 69
Cited by: 2
Related to: 10
FWCI: 0.916
Citation percentile (by year/subfield): 80.22
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green
Funders National Natural Science Foundation of China, National Natural Science Foundation of China, National Natural Science Foundation of China, National Natural Science Foundation of China
Grant IDS 71991472, 72003150, 72125008, 11871401