Bias Reduction in Instrumental Variable Estimation through First-Stage Shrinkage
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References listed on IDEAS
- Bruce E. Hansen, 2017. "Stein-like 2SLS estimator," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 840-852, October.
- Gary Chamberlain, 2007. "Decision Theory Applied to an Instrumental Variables Model," Econometrica, Econometric Society, vol. 75(3), pages 609-652, May.
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Cited by:
- Jann Spiess, 2017. "Unbiased Shrinkage Estimation," Papers 1708.06436, arXiv.org, revised Oct 2017.
- Alena Skolkova, 2023. "Instrumental Variable Estimation with Many Instruments Using Elastic-Net IV," CERGE-EI Working Papers wp759, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2017-10-01 (Econometrics)
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