Selecting Instrumental Variables in a Data Rich Environment
Year of publication: |
2009
|
---|---|
Authors: | Ng, Serena ; Bai, Jushan |
Published in: |
Journal of Time Series Econometrics. - Berkeley Electronic Press. - Vol. 1.2009, 1, p. 4-4
|
Publisher: |
Berkeley Electronic Press |
Subject: | relevant instruments | principal components | information criteria | hard-thresholding | boosting | factor model | panel model |
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