Lasso Methods for Gaussian Instrumental Variables Models
Has this study been replicated?
The atlas records 1 reproduction of this study. Recorded outcomes: 1 mixed.
Reproductions
- Lasso for Instrumental Variable Selection: A Replication Study, Spindler (2015). Journal of Applied Econometrics. Outcome recorded: computationally reproducible, robust.
Computational: We replicate their simulation study with the statistical package R (R Development Core Team ( ))
Read from Computational: abstract || Robustness: full_text. View paper
Cite this record
Belloni, A., Chernozhukov, V., & Hansen, C. (2011). Lasso Methods for Gaussian Instrumental Variables Models. https://doi.org/10.2139/ssrn.1908409
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