Complete subset averaging with many instruments
Year of publication: |
2021
|
---|---|
Authors: | Lee, Seojeong ; Shin, Youngki |
Subject: | Two-stage least squares | many instruments | endogeneity | model averaging | equal weight | IV-Schätzung | Instrumental variables | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference |
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