Two-Step Lasso Estimation of the Spatial Weights Matrix

Author： Ahrens Achim   Bhattacharjee Arnab  

Publisher： MDPI

E-ISSN： 2225-1146|3|1|128-155

ISSN： 2225-1146

Source： Econometrics, Vol.3, Iss.1, 2015-03, pp. : 128-155

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