High-dimensional linear models with many endogenous variables

Belloni, Alexandre; Hansen, Christian; Newey, Whitney

High-dimensional linear models with many endogenous variables

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Submitted version

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sword-2022-08-29T18:27:13.original.xml (130 B)

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Author(s)

Belloni, Alexandre

•

Hansen, Christian

•

Newey, Whitney

Date Issued

2022

Journal

Journal of Econometrics

Publisher

Elsevier BV

Citation

Belloni, Alexandre, Hansen, Christian and Newey, Whitney. 2022. "High-dimensional linear models with many endogenous variables." Journal of Econometrics, 228 (1).

Version

Original manuscript

MIT Department

Massachusetts Institute of Technology. Department of Economics

Terms of Use

Creative Commons Attribution-NonCommercial-NoDerivs License

http://creativecommons.org/licenses/by-nc-nd/4.0/

Persistent DSpace Link

https://hdl.handle.net/1721.1/145196

DOI of Published Version

https://doi.org/10.1016/J.JECONOM.2021.06.011