Estimation of Sparse Structural Parameters with Many Endogenous Variables
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Publication:5864514
DOI10.1080/07474938.2015.1092805zbMath1491.62260OpenAlexW222760604MaRDI QIDQ5864514
Publication date: 7 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2015.1092805
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
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