Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain

Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain

Date: First version: June 2009, this version October 28, 2010. Preliminary results of this paper were FIRST presented at Chernozhukov's invited Cowles Foundation lecture at the Northern American meetings of the Econometric society in June of 2009. We thank seminar participants at Brown, Columbi...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид:	Belloni, Alexandre, Chen, Daniel, Chernozhukov, Victor, Hansen, Christian
Формат:	Working Paper
Хэл сонгох:	en_US
Хэвлэсэн:	Cambridge, MA: Department of Economics, Massachusetts Institute of Technology 2011
Нөхцлүүд:	Instrumental Variables Optimal Instruments LASSO Post-LASSO Sparsity Eminent Domain Data-Driven Penalty Heteroscedasticity non-Gaussian errors moderate deviations for self-normalized sums
Онлайн хандалт:	http://hdl.handle.net/1721.1/65157

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