A ridge-regularized jackknifed Anderson-Rubin test
Year of publication: |
2024
|
---|---|
Authors: | Dovì, Max-Sebastian ; Kock, Anders Bredahl ; Mavroeidis, Sophocles |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 3, p. 1083-1094
|
Subject: | High dimensional models | Instrumental variables | Ridge regression | Weak identification | IV-Schätzung | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis |
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