Estimation of sparse structural parameters with many endogenous variables
Year of publication: |
2016
|
---|---|
Authors: | Shi, Zhentao |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 8/10, p. 1582-1608
|
Subject: | Big data | Endogeneity | GMM | High-dimensional | Sparsity | Momentenmethode | Method of moments | Big Data | Schätztheorie | Estimation theory |
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