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Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments - MaRDI portal

Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952)

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scientific article; zbMATH DE number 6904520
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English
Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments
scientific article; zbMATH DE number 6904520

    Statements

    Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (English)
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    17 July 2018
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    high-dimensional statistics
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    Lasso
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    sparse linear models
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    endogeneity
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    two-stage least squares
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