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High-dimensional linear models with many endogenous variables

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