High-Dimensional Methods and Inference on Structural and Treatment Effects
Data with a large number of variables relative to the sample size—"high-dimensional data"—are readily available and increasingly common in empirical economics. High-dimensional data arise through a combination of two phenomena. First, the data may be inherently high dimensional in that man...
Main Authors: | , , |
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Format: | Article |
Language: | en_US |
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American Economic Association
2015
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Online Access: | http://hdl.handle.net/1721.1/95959 https://orcid.org/0000-0002-3250-6714 |