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dc.contributor.author
Belloni, A.
dc.contributor.author
Chen, D.
dc.contributor.author
Chernozhukov, V.
dc.contributor.author
Hansen, C.
dc.date.accessioned
2017-06-10T11:55:35Z
dc.date.available
2017-06-10T11:55:35Z
dc.date.issued
2012-11
dc.identifier.other
10.3982/ECTA9626
dc.identifier.uri
http://hdl.handle.net/20.500.11850/60015
dc.language.iso
en
dc.publisher
The Econometric Society
dc.subject
Inference on a low-dimensional parameter after model selection
dc.subject
Imperfect model selection
dc.subject
Instrumental variables
dc.subject
Lasso
dc.subject
Post-Lasso
dc.subject
data-driven penalty
dc.subject
Heteroscedasticity
dc.subject
Non-Gaussian errors
dc.subject
Moderate deviations for self-normalized sums
dc.title
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
dc.type
Journal Article
ethz.journal.title
Econometrica
ethz.journal.volume
80
ethz.journal.issue
6
ethz.pages.start
2369
ethz.pages.end
2429
ethz.notes
Published online 26 November 2012.
ethz.identifier.wos
ethz.identifier.nebis
000985511
ethz.publication.place
New York
ethz.publication.status
published
ethz.date.deposited
2017-06-10T11:56:02Z
ethz.source
ECIT
ethz.identifier.importid
imp5936501ab50d493276
ethz.ecitpid
pub:95990
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T23:09:45Z
ethz.rosetta.lastUpdated
2018-01-09T10:00:40Z
ethz.rosetta.versionExported
true
ethz.COinS
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