Regularized LIML for many instruments (Q494179)

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Regularized LIML for many instruments
scientific article

    Statements

    title
    Regularized LIML for many instruments (English)
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    author
    Marine Carrasco
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    Guy Tchuente
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    Marine Carrasco
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    publication date
    31 August 2015
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    zbMATH Keywords
    heteroskedasticity
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    high-dimensional models
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    LIML
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    many instruments
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    MSE
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    regularization methods
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    Identifiers

    zbMATH DE Number
    6477036
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