High Dimensional Sparse Econometric Models: An Introduction
arXiv: (Submitted on 26 Jun 2011 (v1), last revised 2 Sep 2011 (this version, v2))
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 |
Similar Items
-
High Dimensional Sparse Econometric Models: An Introduction
by: Belloni, Alexandre, et al.
Published: (2011) -
Inference for High-Dimensional Sparse Econometric Models
by: Belloni, Alexandre, et al.
Published: (2019) -
Least Squares After Model Selection in High-dimensional Sparse Models
by: Belloni, Alexandre, et al.
Published: (2012) -
ℓ1-penalized quantile regression in high-dimensional sparse models
by: Belloni, Alexandre, et al.
Published: (2013) -
Least Squares after Model Selection in High-Dimensional Sparse Models
by: Belloni, Alexandre, et al.
Published: (2011)