Double instrumental variable estimation of interaction models with big data

DOI10.1016/J.JECONOM.2017.08.002MaRDI QIDQ1676366zbMATH OpenOpenAlexFDO

Authors Patrick Gagliardini, Christian Gouriéroux

Publication date 7 November 2017

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2017.08.002

zbMATH Keywords

factor analysisinstrumental variablebig datainteraction modelrecommender system

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to economics (62P20)

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Cited in

(3)

• Editors' introduction
• A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors
• Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors

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