Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables (Q6141683)
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scientific article; zbMATH DE number 7792930
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| English | Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables |
scientific article; zbMATH DE number 7792930 |
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Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables (English)
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23 January 2024
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ultrahigh dimensional instrumental variable
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penalized estimation
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partially linear model
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endogenous covariate
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