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[PDF] Adaptive gmm shrinkage estimation with consistent moment selection

[PDF] from uconn.edu
Z Liao - V unpublished manuscript, 2010 - econ.uconn.edu
Abstract This paper proposes a GMM shrinkage method to effi ciently estimate the unknown
parameters% o identified by some moment restrictions, when there is another set of possibly
misspecified moment conditions. I show that my method enjoys oracle&like properties, ie it ...
Cited by 6 - Related articles - View as HTML - All 7 versions

[PDF] Dynamic Off-farm Labor Participation over Life-Cycle

[PDF] from cenet.org.cn
Z Liao - cenet.org.cn
Abstract This paper analyzes the intertemporary off-farm labor participation behavior of
farmer in rural China. We estimate a dynamic probit model, using longitudinal data to allow
for a rich dynamic structure. The sensitivity to alternative distributional assumptions is ...
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[PDF] Adaptive GMM Shrinkage Estimation with Consistent Moment Selection (Job Market Paper)

[PDF] from webmeets.com
Z Liao - webmeets.com
Abstract This paper proposes a GMM shrinkage method to effi ciently estimate the unknown
parameters identified by some moment restrictions, when there are another set of pos $ sibly
miss $ specified moment conditions. We show that our method enjoys the oracle ...
Related articles - View as HTML

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