Instrumental variables estimation with many weak instruments using regularized JIVE
Christian Hansen; Damian Kozbur
| Year of publication: |
2014
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|---|---|
| Authors: | Hansen, Christian ; 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
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| Subject: | Ridge regression | High-dimensional models | Endogeneity | IV-Schätzung | Instrumental variables | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010497082