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

Windmeijer, Frank; Farbmacher, Helmut; Davies, Neil; Smith, George Davey

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

Windmeijer, F., Farbmacher, H., Davies, N., & Smith, G. D. (2018). On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments.

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Item Permalink: https://hdl.handle.net/21.11116/0000-0004-3B6F-F Version Permalink: https://hdl.handle.net/21.11116/0000-0004-3BBC-7

Genre: Paper

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Creators:
Windmeijer, Frank, Author
Farbmacher, Helmut¹, Author
Davies, Neil, Author
Smith, George Davey, Author

Affiliations:
1Max Planck Institute for Social Law and Social Policy, Max Planck Society, ou_3000246

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Dates: Modified: 2018-11-13Date issued: 2018-07-19

Publication Status: Issued

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Publishing info: Journal of the American Statistical Association.

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Identifiers: eDoc: 747448

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