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High-dimensional linear models with endogenous variables play an increasingly important role in recent econometric literature.
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Sparse models and methods for optimal instruments with an application to eminent domain
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Lasso methods for gaussian instrumental variables models
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Empirical and multiplier bootstraps for supreme of empirical processes of increasing complexity, and related gaussian couplings
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Instrumental variables estimation with some invalid instrumets and its application to mendelian randomization
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Program evaluation with high-dimensional data
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