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Culling the Herd of Moments with Penalized Empirical Likelihood

  • Published:2022-05-24 Issue: Volume: Page:1-15
  • ISSN:0735-0015
  • Container-title:Journal of Business & Economic Statistics
  • language:en
  • Short-container-title:Journal of Business & Economic Statistics

Author:

Chang Jinyuan12ORCID,Shi Zhentao34ORCID,Zhang Jia2

Affiliation:

1. Guizhou Key Laboratory of Big Data Statistical Analysis, Guizhou University of Finance and Economics, Guiyang, China

2. Joint Laboratory of Data Science and Business Intelligence, Southwestern University of Finance and Economics, Chengdu, China

3. Department of Economics, the Chinese University of Hong Kong, Sha Tin, New Territories, Hong Kong Special Administrative Region of China

4. School of Economics, Georgia Institute of Technology, Atlanta, GA

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

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