On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments | Munich Center for the Economics of Aging - MEA
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Publication Series of the MPI for Social Policy

On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments

Publication Details

Frank Windmeijer

Farbmacher

Helmut Farbmacher

Neil Davies

George Davey Smith

2019
S. 1339–1350
114
Journal of the American Statistical Association
https://www.tandfonline.com/doi/full/10.1080/01621459.2018.1498346