Model averaging estimation of panel data models with many instruments and boosting

DOI10.1080/02664763.2022.2114432MaRDI QIDQ6127360zbMATH OpenFDO

Authors Hao Hao, Bai Huang, Tae-Hwy Lee

Publication date 12 April 2024

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2022.2114432

zbMATH Keywords

\(L_2\) boostingcombined estimatorFE-2SLSFE-2SLS-boostingmany instrumentsweak endogeneity

Mathematics Subject Classification ID

Statistics (62-XX)

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