High-Dimensional Instrumental Variables Regression and Confidence Sets
| Year of publication: |
2011-05
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|---|---|
| Authors: | Gautier, Eric ; Tsybakov, Alexandre |
| Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
| Subject: | Instrumental Variables | Sparsity | STIV Estimator | Endogeneity | High-Dimensional Regression | Conic Programming | Optimal Instruments | Hereroscedasticity | Confidence Intervals | Non-Gaussian Errors | Variable Selection | Unknown Variance | Sign Consistency |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2011-13 4 pages long |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010548484