Detecting invalid instruments using \(L_{1}\)-GMM
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Publication:1934944
DOI10.1016/j.econlet.2008.09.004zbMath1255.62351OpenAlexW3123081692MaRDI QIDQ1934944
Publication date: 29 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2008.09.004
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10)
Related Items (4)
Evidence factors from multiple, possibly invalid, instrumental variables ⋮ Doubly debiased Lasso: high-dimensional inference under hidden confounding ⋮ The GENIUS approach to robust Mendelian randomization inference ⋮ On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments
Cites Work
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