Efficient Estimation with Many Weak Instruments Using Regularization Techniques
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Publication:5864515
DOI10.1080/07474938.2015.1092806zbMath1491.62191OpenAlexW2295159760MaRDI QIDQ5864515
Publication date: 7 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://cirano.qc.ca/files/publications/2013s-21.pdf
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
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Cites Work
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