Regularized LIML for many instruments (Q494179)
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scientific article; zbMATH DE number 6477036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized LIML for many instruments |
scientific article; zbMATH DE number 6477036 |
Statements
Regularized LIML for many instruments (English)
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31 August 2015
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heteroskedasticity
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high-dimensional models
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LIML
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many instruments
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MSE
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regularization methods
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0.8930211
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0.87958217
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0.85416573
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0.84660745
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0.8404314
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0.83304644
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0.83009654
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0.82987255
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