Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952)
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scientific article; zbMATH DE number 6904520
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| English | Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments |
scientific article; zbMATH DE number 6904520 |
Statements
Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (English)
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17 July 2018
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high-dimensional statistics
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Lasso
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sparse linear models
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endogeneity
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two-stage least squares
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0.8149292469024658
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0.7986553907394409
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0.7942618131637573
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0.7902030944824219
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0.7811591029167175
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