Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
Metadata only
Date
2012-11Type
- Journal Article
ETH Bibliography
yes
Altmetrics
Publication status
publishedExternal links
Journal / series
EconometricaVolume
Pages / Article No.
Publisher
The Econometric SocietySubject
Inference on a low-dimensional parameter after model selection; Imperfect model selection; Instrumental variables; Lasso; Post-Lasso; data-driven penalty; Heteroscedasticity; Non-Gaussian errors; Moderate deviations for self-normalized sumsNotes
Published online 26 November 2012.More
Show all metadata
ETH Bibliography
yes
Altmetrics