Double instrumental variable estimation of interaction models with big data

DOI10.1016/j.jeconom.2017.08.002zbMath1377.62149OpenAlexW2750960820MaRDI QIDQ1676366

Patrick Gagliardini, Christian Gouriéroux

Publication date: 7 November 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.08.002

zbMATH Keywords

instrumental variablefactor analysisbig datarecommender systeminteraction model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25)

Related Items

Editors' introduction

Cites Work

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