High Dimensional Sparse Econometric Models: An Introduction

arXiv: (Submitted on 26 Jun 2011 (v1), last revised 2 Sep 2011 (this version, v2))

Bibliographic Details
Main Authors: Belloni, Alexandre, Chernozhukov, Victor V.
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Language:en_US
Published: Springer Science + Business Media B.V. 2012
Online Access:http://hdl.handle.net/1721.1/73908
https://orcid.org/0000-0002-3250-6714