Inference in High-Dimensional Panel Models With an Application to Gun Control

Inference in High-Dimensional Panel Models With an Application to Gun Control

We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in a high-dimensional setting. The setting allows the number of time-varying regressors to be larger than the sample size. To make informative estimation and inference feasible, we re...

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Bibliographic Details
Main Authors: Belloni, Alexandre, Hansen, Christian, Kozbur, Damian, Chernozhukov, Victor V
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Published: Informa UK Limited 2018
Online Access:http://hdl.handle.net/1721.1/113908
https://orcid.org/0000-0002-3250-6714

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