Ill-posed estimation in high-dimensional models with instrumental variables
Christoph Breunig, Enno Mammen, Anna Simoni
| Year of publication: |
2020
|
|---|---|
| Authors: | Breunig, Christoph ; Mammen, Enno ; Simoni, Anna |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 219.2020, 1, p. 171-200
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| Subject: | Central limit theorem | Desparsification | Ill-posed estimation problem | Instrumental Variables | Lasso | Linear model | Sparsity | Schätztheorie | Estimation theory | IV-Schätzung | Instrumental variables | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Ökonometrie | Econometrics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.04.043 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483200