{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,1]],"date-time":"2026-07-01T19:49:07Z","timestamp":1782935347986,"version":"3.54.5"},"reference-count":10,"publisher":"Wiley","issue":"2","license":[{"start":{"date-parts":[[2015,1,26]],"date-time":"2015-01-26T00:00:00Z","timestamp":1422230400000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/onlinelibrary.wiley.com\/termsAndConditions#vor"}],"funder":[{"DOI":"10.13039\/501100003390","name":"Fritz Thyssen Stiftung","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100003390","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2016,3]]},"abstract":"<jats:title>Summary<\/jats:title><jats:p>Recently, Lasso methods have been applied to economic questions. In a seminal paper, Belloni<jats:italic>et al<\/jats:italic>. (<jats:italic>Econometrica<\/jats:italic>;<jats:bold>80<\/jats:bold>(6): 2369\u20132429) make use of (post\u2010)Lasso for instrumental variable selection in a setting where the number of instruments<jats:italic>p<\/jats:italic>is large or might even exceed the number of observations<jats:italic>n<\/jats:italic>\u2014a situation which is prevalent in many current applications. We replicate their simulation study with the statistical package R (R Development Core Team (<jats:ext-link xmlns:xlink=\"http:\/\/www.w3.org\/1999\/xlink\" xlink:href=\"#jae2432-bib-0009\"\/>)) and, moreover, analyze in more detail the importance of the choice of the penalization parameter, a crucial component in applications. Copyright \u00a9 2015\u2009John Wiley &amp; Sons, Ltd.<\/jats:p>","DOI":"10.1002\/jae.2432","type":"journal-article","created":{"date-parts":[[2015,1,26]],"date-time":"2015-01-26T06:15:17Z","timestamp":1422252917000},"page":"450-454","source":"Crossref","is-referenced-by-count":3,"title":["Lasso for Instrumental Variable Selection: A Replication Study"],"prefix":"10.1002","volume":"31","author":[{"given":"Martin","family":"Spindler","sequence":"first","affiliation":[{"name":"Massachusetts Institute of Technology Cambridge, USA; and Max Planck Society, Munich Germany"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2015,1,26]]},"reference":[{"key":"e_1_2_6_2_1","article-title":"High dimensional econometric models: an introduction","volume":"11","author":"Belloni A","year":"2011","journal-title":"MIT Working Paper"},{"key":"e_1_2_6_3_1","doi-asserted-by":"publisher","DOI":"10.3982\/ECTA9626"},{"key":"e_1_2_6_4_1","unstructured":"EfronB HastieT.2013.lars: Least angle regression lasso and forward stagewise. R package version 1.2. Available:http:\/\/CRAN.R-project.org\/package=lars[14 December 2014]."},{"key":"e_1_2_6_5_1","unstructured":"FengY YuY.2013.Consistent cross\u2010validation for tuning parameter selection in high\u2010dimensional variable selection. Available:http:\/\/arxiv.org\/pdf\/1308.5390v1.pdf[14 December 2014]."},{"key":"e_1_2_6_6_1","doi-asserted-by":"publisher","DOI":"10.18637\/jss.v033.i01"},{"key":"e_1_2_6_7_1","doi-asserted-by":"publisher","DOI":"10.2307\/1390712"},{"key":"e_1_2_6_8_1","doi-asserted-by":"publisher","DOI":"10.1198\/073500108000000024"},{"key":"e_1_2_6_9_1","unstructured":"HomrighausenD McDonaldD.2013.Risk consistency of cross\u2010validation with lasso\u2010type procedures. Available:http:\/\/arxiv.org\/pdf\/1308.0810v1.pdf[14 December 2014]."},{"key":"e_1_2_6_10_1","volume-title":"R: a language and jaeironment for statistical computing","author":"R Development Core Team","year":"2008"},{"issue":"1","key":"e_1_2_6_11_1","doi-asserted-by":"crossref","first-page":"267","DOI":"10.1111\/j.2517-6161.1996.tb02080.x","article-title":"Regression shrinkage and selection via the lasso","volume":"58","author":"Tibshirani R","year":"1996","journal-title":"Journal of the Royal Statistical Society B"}],"container-title":["Journal of Applied Econometrics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.wiley.com\/onlinelibrary\/tdm\/v1\/articles\/10.1002%2Fjae.2432","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.2432","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,6,6]],"date-time":"2024-06-06T20:35:08Z","timestamp":1717706108000},"score":1,"resource":{"primary":{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/10.1002\/jae.2432"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2015,1,26]]},"references-count":10,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2016,3]]}},"alternative-id":["10.1002\/jae.2432"],"URL":"https:\/\/doi.org\/10.1002\/jae.2432","archive":["Portico"],"relation":{},"ISSN":["0883-7252","1099-1255"],"issn-type":[{"value":"0883-7252","type":"print"},{"value":"1099-1255","type":"electronic"}],"subject":[],"published":{"date-parts":[[2015,1,26]]}}}