Regularized LIML for many instruments
Marine Carrasco; Guy Tchuente
| Year of publication: |
2015
|
|---|---|
| Authors: | Carrasco, Marine ; Tchuente, Guy |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 186.2015, 2, p. 427-442
|
| Subject: | Heteroskedasticity | High-dimensional models | LIML | Many instruments | MSE | Regularization methods | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity | IV-Schätzung | Instrumental variables |
| 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/10011349451