On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments

Journal of the American Statistical Association, 2019-07, Vol.114 (527), p.1339-1350 [Peer Reviewed Journal]

2018 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. 2018 ;2018 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. ;2018 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. This work is licensed under the Creative Commons Attribution License http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2018 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. 2018 The Author(s) ;ISSN: 0162-1459 ;EISSN: 1537-274X ;DOI: 10.1080/01621459.2018.1498346 ;PMID: 31708716

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