Selecting Instrumental Variables in a Data Rich Environment
Year of publication: |
2009
|
---|---|
Authors: | Ng, Serena ; Bai, Jushan |
Published in: |
Journal of Time Series Econometrics. - De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 1.2009, 1
|
Publisher: |
De Gruyter |
Subject: | relevant instruments | principal components | information criteria | hard-thresholding | boosting | factor model | panel model |
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