Ill-posed estimation in high-dimensional models with instrumental variables

Christoph Breunig, Enno Mammen and Anna Simoni

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Date: 2020-11
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Published in Journal of Econometrics, 2020, 219 (1), pp.171-200. ⟨10.1016/j.jeconom.2020.04.043⟩

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Journal Article: Ill-posed estimation in high-dimensional models with instrumental variables (2020)
Working Paper: Ill-posed Estimation in High-Dimensional Models with Instrumental Variables (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03089879

DOI: 10.1016/j.jeconom.2020.04.043

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