Choosing the optimal set of instruments from large instrument sets

George Kapetanios. Choosing the optimal set of instruments from large instrument sets. Computational Statistics & Data Analysis, 51(2):612-620, 2006. [doi]

@article{Kapetanios06,
  title = {Choosing the optimal set of instruments from large instrument sets},
  author = {George Kapetanios},
  year = {2006},
  doi = {10.1016/j.csda.2005.12.022},
  url = {http://dx.doi.org/10.1016/j.csda.2005.12.022},
  researchr = {https://researchr.org/publication/Kapetanios06},
  cites = {0},
  citedby = {0},
  journal = {Computational Statistics & Data Analysis},
  volume = {51},
  number = {2},
  pages = {612-620},
}