Matches in SemOpenAlex for { <https://semopenalex.org/work/W4293051573> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W4293051573 endingPage "17" @default.
- W4293051573 startingPage "1" @default.
- W4293051573 abstract "Applied researchers often confront two issues when using the fixed effect-two-stage least squares (FE-2SLS) estimator for panel data models. One is that it may lose its consistency due to too many instruments. The other is that the gain of using FE-2SLS may not exceed its loss when the endogeneity is weak. In this paper, an L2Boosting regularization procedure for panel data models is proposed to tackle the many instruments issue. We then construct a Stein-like model-averaging estimator to take advantage of FE and FE-2SLS-Boosting estimators. Finite sample properties are examined in Monte Carlo and an empirical application is presented." @default.
- W4293051573 created "2022-08-25" @default.
- W4293051573 creator A5011776430 @default.
- W4293051573 creator A5016865475 @default.
- W4293051573 creator A5055040307 @default.
- W4293051573 date "2022-08-25" @default.
- W4293051573 modified "2023-09-27" @default.
- W4293051573 title "Model averaging estimation of panel data models with many instruments and boosting" @default.
- W4293051573 cites W1573675767 @default.
- W4293051573 cites W1598266570 @default.
- W4293051573 cites W1948086968 @default.
- W4293051573 cites W1984852304 @default.
- W4293051573 cites W1988362384 @default.
- W4293051573 cites W2016732125 @default.
- W4293051573 cites W2031786059 @default.
- W4293051573 cites W2037645235 @default.
- W4293051573 cites W2077236912 @default.
- W4293051573 cites W2077319586 @default.
- W4293051573 cites W2080040321 @default.
- W4293051573 cites W2112352537 @default.
- W4293051573 cites W2116873745 @default.
- W4293051573 cites W2123843832 @default.
- W4293051573 cites W2128249713 @default.
- W4293051573 cites W2163162137 @default.
- W4293051573 cites W2168778510 @default.
- W4293051573 cites W2335302457 @default.
- W4293051573 cites W2603669332 @default.
- W4293051573 cites W2952563653 @default.
- W4293051573 cites W3103221895 @default.
- W4293051573 cites W3121263799 @default.
- W4293051573 cites W3125656997 @default.
- W4293051573 cites W3125970533 @default.
- W4293051573 doi "https://doi.org/10.1080/02664763.2022.2114432" @default.
- W4293051573 hasPublicationYear "2022" @default.
- W4293051573 type Work @default.
- W4293051573 citedByCount "0" @default.
- W4293051573 crossrefType "journal-article" @default.
- W4293051573 hasAuthorship W4293051573A5011776430 @default.
- W4293051573 hasAuthorship W4293051573A5016865475 @default.
- W4293051573 hasAuthorship W4293051573A5055040307 @default.
- W4293051573 hasBestOaLocation W42930515732 @default.
- W4293051573 hasConcept C105795698 @default.
- W4293051573 hasConcept C149782125 @default.
- W4293051573 hasConcept C154945302 @default.
- W4293051573 hasConcept C162144332 @default.
- W4293051573 hasConcept C185429906 @default.
- W4293051573 hasConcept C19499675 @default.
- W4293051573 hasConcept C2776436953 @default.
- W4293051573 hasConcept C33923547 @default.
- W4293051573 hasConcept C41008148 @default.
- W4293051573 hasConcept C46686674 @default.
- W4293051573 hasConcept C610760 @default.
- W4293051573 hasConcept C6422946 @default.
- W4293051573 hasConceptScore W4293051573C105795698 @default.
- W4293051573 hasConceptScore W4293051573C149782125 @default.
- W4293051573 hasConceptScore W4293051573C154945302 @default.
- W4293051573 hasConceptScore W4293051573C162144332 @default.
- W4293051573 hasConceptScore W4293051573C185429906 @default.
- W4293051573 hasConceptScore W4293051573C19499675 @default.
- W4293051573 hasConceptScore W4293051573C2776436953 @default.
- W4293051573 hasConceptScore W4293051573C33923547 @default.
- W4293051573 hasConceptScore W4293051573C41008148 @default.
- W4293051573 hasConceptScore W4293051573C46686674 @default.
- W4293051573 hasConceptScore W4293051573C610760 @default.
- W4293051573 hasConceptScore W4293051573C6422946 @default.
- W4293051573 hasLocation W42930515731 @default.
- W4293051573 hasLocation W42930515732 @default.
- W4293051573 hasOpenAccess W4293051573 @default.
- W4293051573 hasPrimaryLocation W42930515731 @default.
- W4293051573 hasRelatedWork W1484739972 @default.
- W4293051573 hasRelatedWork W1600472414 @default.
- W4293051573 hasRelatedWork W2010922307 @default.
- W4293051573 hasRelatedWork W2145699948 @default.
- W4293051573 hasRelatedWork W2154213581 @default.
- W4293051573 hasRelatedWork W2161649654 @default.
- W4293051573 hasRelatedWork W2784329230 @default.
- W4293051573 hasRelatedWork W3121328659 @default.
- W4293051573 hasRelatedWork W3121939299 @default.
- W4293051573 hasRelatedWork W3126026903 @default.
- W4293051573 isParatext "false" @default.
- W4293051573 isRetracted "false" @default.
- W4293051573 workType "article" @default.