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...

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Bibliographic Details
Main Authors: Belloni, Alexandre, Hansen, Christian, Chernozhukov, Victor V.
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Language:en_US
Published: American Economic Association 2015
Online Access:http://hdl.handle.net/1721.1/95959
https://orcid.org/0000-0002-3250-6714