Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection

Mathematics

• Elastic Net 97%
• Generalized Method of Moments 93%
• Moment Estimation 92%
• Moment Conditions 77%
• Model Selection 65%
• Moment 45%
• Structural Parameters 43%
• Regularization 28%
• Valid 24%
• Serial Correlation 21%
• Selection Model 21%
• Consistent Estimation 21%
• Parameter Selection 21%
• Panel Data 21%
• Moment Estimator 20%
• Parameter Tuning 20%
• Lasso 19%
• Data Model 18%
• Shrinkage 18%
• Standards 18%
• Error term 16%
• Cross section 16%
• Penalty 15%
• Sample Size 12%
• Regression 12%
• Estimator 9%
• Term 8%
• Model 5%

Business & Economics

• Model Selection 100%
• Moment Conditions 89%
• Generalized Method of Moments 69%
• Regularization 43%
• Structural Parameters 40%
• Serial Correlation 31%
• Efficiency Bounds 27%
• Sample Size 22%
• Shrinkage 21%
• Generalized Method of Moments Estimator 21%
• Dynamic Panel Data Model 20%
• Cross Section 18%
• Selection Model 17%
• Penalty 14%
• Estimator 13%

Social Sciences

• estimation procedure 22%
• penalty 13%
• efficiency 11%
• regression 10%
• time 5%