Sparse models and methods for optimal instruments with an application to eminent domain
Alexandre Belloni; Daniel Chen; Victor Chernozhukov; Christian Hansen
| Year of publication: |
2011
|
|---|---|
| Authors: | Belloni, Alexandre ; Chen, Daniel L. ; Chernozhukov, Victor ; Hansen, Christian Bailey |
| Publisher: |
Cambridge, Mass. : Massachusetts Inst. for Technology, Dep. of Economics |
| Subject: | Instrumental Variables | Optimal Instruments | LASSO | Post-LASSO | Sparsity | Eminent Domain | Data-Driven Penalty | Heteroscedasticity | non-Gaussian errors | moderate deviations for self-normalized sums | IV-Schätzung | Instrumental variables | Regressionsanalyse | Regression analysis | Ökonometrie | Econometrics | Theorie | Theory |
| Extent: | Online-Ressource (PDF-Datei: 62 S., 686,21 KB) |
|---|---|
| Series: | Massachusetts Institute of Technology Department of Economics working paper series : working paper. - Cambridge, Mass., ZDB-ID 2188659-3. - Vol. 11-19 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009271127