Regularized LIML for many instruments (Q494179): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q451258 |
||
| Property / author | |||
| Property / author: Marine Carrasco / rank | |||
Revision as of 06:15, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized LIML for many instruments |
scientific article |
Statements
Regularized LIML for many instruments (English)
0 references
31 August 2015
0 references
heteroskedasticity
0 references
high-dimensional models
0 references
LIML
0 references
many instruments
0 references
MSE
0 references
regularization methods
0 references
