Conditional sparse boosting for high-dimensional instrumental variable estimation

DOI10.1080/00949655.2022.2056739OpenAlexW4225252994MaRDI QIDQ5040523

Mu Yue, Baoluo Sun, Jia-Liang Li

Publication date: 17 October 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2022.2056739

zbMATH Keywords

instrumental variablecausal inferencehigh-dimensional variable selectiontwo-stage least squares estimationconditional sparse boosting

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistics (62-XX)

Uses Software

• Onyx

Cites Work

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