Lasso for Instrumental Variable Selection: A Replication Study (JAE 2016)

From ReplicationWiki
Jump to: navigation, search



Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Martin Spindler Lasso for Instrumental Variable Selection: A Replication Study JAE 2016 2 450–54 - -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
- - - (post-)Lasso for instrumental variable selection - US Housing Price Index (HPI), 1975:Q2-2009:Q1, available at Review of Economics and Statistics Dataverse, http://thedata.harvard.edu/dvn/dv/restat/faces/study/StudyPage.xhtml?studyId=85444&tab=files revised and extended to 1975:Q2-2013:Q1 USA R

This article is a replication of

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement
A. Belloni, D. Chen, V. Chernozhukov, C. Hansen Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain ECTA 2012 6 2369–429 - Inference on a low-dimensional parameter after model selection, Imperfect model selection, Instrumental variables, Lasso, Post-Lasso, Data-driven penalty, Heteroscedasticity, Non-Gaussian errors, Moderate deviations for self-normalized sums - - - - -

References

DOI: 10.1002/jae.2432 IDEAS: a/wly/japmet/v31y2016i2p450-454.html EconPapers: RePEc:wly:japmet:v:31:y:2016:i:2:p:450-454


Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox