Constructing Optimal Instruments by First-Stage Prediction Averaging
Year of publication: |
2010
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Authors: | Gilboa, Itzhak ; Maccheroni, Fabio ; Marinacci, Massimo ; Schmeidler, David |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 78.2010, 2, p. 697-719
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