High-dimensional linear models with many endogenous variables
Year of publication: |
2022
|
---|---|
Authors: | Belloni, Alexandre ; Hansen, Christian Bailey ; Newey, Whitney K. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 228.2022, 1, p. 4-26
|
Subject: | High dimensional models | Honest confidence regions | Instrumental variables | IV-Schätzung | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
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