Department of Economics
8379 Bunche Hall
Los Angeles, CA 90095
University of California, Los Angeles (UCLA)
in Total Papers Downloads
Adaptive Penalty, GMM, Many Moments, Moment Selection, Oracle Properties, Shrinkage Estimation
Cointegrated system, HAC estimation, Instrumental variables, Lasso regression, Karhunen-Loève representation, Long-run variance, Reproducing kernel Hilbert space, Oracle effciency, Orthonormal system, Trend basis
Adaptive shrinkage, Automation, Cointegrating rank, Lasso regression, Oracle efficiency, Transient dynamics, Vector error correction
GMM, moment selection, oracle properties, semi-parametric efficiency, shrinkage estimation
Overlapping Information Sets, Semiparametric Efficiency, Two-Step GMM
Weak dependence, Sieve M estimation, Sieve Riesz representor, Irregular functional, Misspecification, Pre-asymptotic variance, Orthogonal series long run variance estimation, F distribution
Consistent Model Selection, Factor Model, Great Recession, High-dimensional
Finite-Sample Risk, Generalized Shrinkage Estimator, GMM Misspecification, Model Averaging, Uniform Approximation
Sieve two-step GMM, Weakly dependent data, Auto-correlation robust inference, Semiparametric over-identification test, Numerical equivalence, Random perturbation derivative estimator
Two-Step Sieve Estimation; Nonparametric Generated Regressors; Asymptotic Normality; Sieve Variance Estimation
Degenerate Jacobian, Conditionally Heteroskedastic Factors, GMM, Local Identification Failure, Non-standard Inference, Over-identification Test, Asymptotically Exact Inference
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