Efficient estimation with many weak instruments using regularization techniques
Year of publication: |
2016
|
---|---|
Authors: | Carrasco, Marine ; Tchuente, Guy |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 8/10, p. 1609-1637
|
Subject: | 2SLS | LIML | Many weak instruments | Regularization methods | Semiparametric efficiency bound | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
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