Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain (Q2859539): Difference between revisions
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Revision as of 08:50, 5 March 2024
scientific article
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English | Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain |
scientific article |
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Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain (English)
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8 November 2013
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inference on a low-dimensional parameter after model selection
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imperfect model selection
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instrumental variables
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Lasso
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post-Lasso
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data-driven penalty
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heteroscedasticity
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non-Gaussian errors
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moderate deviations for self-normalized sums
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