This is a revision of an October 2010 ArXiv/CEMMAP paper with the same title. Preliminary results of this paper were first presented at Chernozhukov's invited Cowles Foundation lecture at the Northern American meetings of the Econometric Society in June of 2009. We thank seminar participants at Brown, Columbia, Hebrew University, Tel Aviv University, Harvard–MIT, the Dutch Econometric Study Group, Fuqua School of Business, NYU, and New Economic School, for helpful comments. We also thank Denis Chetverikov, JB Doyle, and Joonhwan Lee for thorough reading of this paper and very useful comments.
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
Article first published online: 26 NOV 2012
© 2012 The Econometric Society
Volume 80, Issue 6, pages 2369–2429, November 2012
How to Cite
Belloni, A., Chen, D., Chernozhukov, V. and Hansen, C. (2012), Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain. Econometrica, 80: 2369–2429. doi: 10.3982/ECTA9626
- Issue published online: 26 NOV 2012
- Article first published online: 26 NOV 2012
- Manuscript received October, 2010; final revision received June, 2012.
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