Sparse models and methods for optimal instruments with an application to eminent domain (Q2859539)
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scientific article; zbMATH DE number 6224059
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| English | Sparse models and methods for optimal instruments with an application to eminent domain |
scientific article; zbMATH DE number 6224059 |
Statements
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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Sparse models and methods for optimal instruments with an application to eminent domain (English)
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