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Efficient estimation with many weak instruments using regularization techniques
Carrasco, Marine; Tchuente, Guy - 2015
in Carrasco (2012) and Carrasco and Tchuente (2013). We show that normalized regularized 2SLS and LIML are consistent and … competing estimators. Our simulations show that the leading regularized estimators (LF and T of LIML) work very well (are nearly …
Persistent link: https://www.econbiz.de/10011332986
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Efficient estimation with many weak instruments using regularization techniques
Tchuente, Guy; Carrasco, Marine - Centre Interuniversitaire de Recherche en Analyse des … - 2013
in Carrasco (2012) and Carrasco and Tchuente (2013). We show that normalized regularized 2SLS and LIML are consistent and … competing estimators. Our simulations show that the leading regularized estimators (LF and T of LIML) work very well (is nearly …
Persistent link: https://www.econbiz.de/10011183748
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Efficient estimation with many weak instruments using regularization techniques
Carrasco, Marine; Tchuente, Guy - 2015
in Carrasco (2012) and Carrasco and Tchuente (2013). We show that normalized regularized 2SLS and LIML are consistent and … competing estimators. Our simulations show that the leading regularized estimators (LF and T of LIML) work very well (are nearly …
Persistent link: https://www.econbiz.de/10011445300
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Efficient propensity score regression estimators of multi-valued treatment effects for the treated
Lee, Ying-Ying - 2015
Persistent link: https://www.econbiz.de/10010532566
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Semiparametric efficiency in nonlinear LATE models
Hong, Han; Nekipelov, Denis N. - In: Quantitative economics : QE ; journal of the … 1 (2010) 2, pp. 279-304
In this paper we study semiparametric efficiency for the estimation of a finite-dimensional parameter defined by generalized moment conditions under the local instrumental variable assumptions. These parameters identify treatment effects on the set of compliers under the monotonicity assumption....
Persistent link: https://www.econbiz.de/10011755002
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Efficient propensity score regression estimators of multivalued treatment effects for the treated
Lee, Ying-Ying - In: Journal of econometrics 204 (2018) 2, pp. 207-222
Persistent link: https://www.econbiz.de/10011974729
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Augmented two-step estimating equations with nuisance functionals and complex survey data
Zhao, Puying; Wu, Changbao - In: The econometrics journal 27 (2024) 1, pp. 37-61
Persistent link: https://www.econbiz.de/10014528089
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A functional estimation approach to the first-price auction models
Enache, Andreea; Florens, Jean-Pierre; Sbai, Erwann - In: Journal of econometrics 235 (2023) 2, pp. 1564-1588
Persistent link: https://www.econbiz.de/10014471411
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A functional estimation approach to the first-price auction models
Enache, Andreea; Florens, Jean-Pierre; Sbai͏̈, Erwann - 2021
Persistent link: https://www.econbiz.de/10012669176
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Regularized LIML for many instruments
Carrasco, Marine; Tchuente, Guy - In: Journal of econometrics 186 (2015) 2, pp. 427-442
Persistent link: https://www.econbiz.de/10011349451