Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
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Author / Producer
Date
2012-11
Publication Type
Journal Article
ETH Bibliography
yes
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Publication status
published
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Book title
Journal / series
Volume
80 (6)
Pages / Article No.
2369 - 2429
Publisher
The Econometric Society
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Edition / version
Methods
Software
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Date collected
Date created
Subject
Inference on a low-dimensional parameter after model selection; Imperfect model selection; Instrumental variables; Lasso; Post-Lasso; data-driven penalty; Heteroscedasticity; Non-Gaussian errors; Moderate deviations for self-normalized sums
Organisational unit
Notes
Published online 26 November 2012.