Instrumental variables estimation with many weak instruments using regularized JIVE

DOI10.1016/j.jeconom.2014.04.022zbMath1311.62097MaRDI QIDQ2511799

Yanyan Li

Publication date: 6 August 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.04.022

zbMATH Keywords

endogeneity; ridge regression; high-dimensional models

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

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