A regularization approach to the many instruments problem
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Publication:528055
DOI10.1016/j.jeconom.2012.05.012zbMath1443.62071OpenAlexW1982991166MaRDI QIDQ528055
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001248
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)
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