1 citations · 1 across the 1 of their papers we have counts for
2 papers
econ.EM2019
The Ridge Path Estimator for Linear Instrumental Variables
Nandana Sengupta, Fallaw Sowell
This paper presents the asymptotic behavior of a linear instrumental variables (IV) estimator that uses a ridge regression penalty. The regularization tuning parameter is selected…
math.ST2019★ 1 cited
The Empirical Saddlepoint Estimator
Benjamin Holcblat, Fallaw Sowell
We define a moment-based estimator that maximizes the empirical saddlepoint (ESP) approximation of the distribution of solutions to empirical moment conditions. We call it the ESP…