Instrumental variables estimation with many weak instruments using regularized JIVE
Year of publication: |
2014
|
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Authors: | Hansen, Christian Bailey ; Kozbur, Damian |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 182.2014, 2, p. 290-308
|
Subject: | Ridge regression | High-dimensional models | Endogeneity | Schätztheorie | Estimation theory | IV-Schätzung | Instrumental variables | Regressionsanalyse | Regression analysis |
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