Sparse models and methods for optimal instruments with an application to eminent domain
by A. Belloni, D. Chen, V. Chernozhukov and C. Hansen
| Year of publication: |
2012
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| Authors: | Belloni, Alexandre ; Chen, Daniel L. ; Chernozhukov, Victor ; Hansen, Christian Bailey |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 80.2012, 6, p. 2369-2429
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| 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 |
| 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/10009689519