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~subject:"Optimal Instruments"
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Optimal Instruments
unknown variance
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Estimation theory
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62A15 Generalized Bayes estimate Integration by parts Minimax estimate Multivariate normal mean Invariant loss Unknown variance Weakly differentiable function
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62C10 secondary
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Adaptive estimation
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Balanced loss function
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Gautier, Eric
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Tsybakov, Alexandre
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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High-Dimensional Instrumental Variables Regression and Confidence Sets
Gautier, Eric
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Tsybakov, Alexandre
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Centre de Recherche en Économie et Statistique …
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2011
Persistent link: https://www.econbiz.de/10010548484
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