High-dimensional linear models with many endogenous variables

Author(s)
Belloni, Alexandre; Hansen, Christian; Newey, Whitney
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Creative Commons Attribution-NonCommercial-NoDerivs License http://creativecommons.org/licenses/by-nc-nd/4.0/
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Date issued
2022
URI
https://hdl.handle.net/1721.1/145196
Department
Massachusetts Institute of Technology. Department of Economics
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
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