Complete subset averaging with many instruments

DOI10.1093/ECTJ/UTAA033OpenAlexW3121438093MaRDI QIDQ5083270

Seojeong Lee, Youngki Shin

Publication date: 22 June 2022

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

Full work available at URL: https://arxiv.org/abs/1811.08083

zbMATH Keywords

endogeneitymodel averagingmany instrumentstwo-stage least squaresequal weight

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS ⋮ Complete subset averaging approach for high-dimensional generalized linear models ⋮ Model averaging for estimating treatment effects

This page was built for publication: Complete subset averaging with many instruments