High-Dimensional Methods and Inference on Structural and Treatment Effects

Author： Belloni Alexandre   Chernozhukov Victor   Hansen Christian  

Publisher： American Economic Association

ISSN： 0895-3309

Source： The Journal of Economic Perspectives, Vol.28, Iss.2, 2014-01, pp. : 29-50

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Power Enhancement in High‐Dimensional Cross‐Sectional Tests

By  

ECONOMETRICA, Vol. 83, Iss. 4, 2015-07 ,pp. : 1497-1541

John Wiley & Sons Inc

Access to resources Recommend Favorite

Do High‐Frequency Data Improve High‐Dimensional Portfolio Allocations?

By  

JOURNAL OF APPLIED ECONOMETRICS, Vol. 30, Iss. 2, 2015-03 ,pp. : 263-290

John Wiley & Sons Inc

Access to resources Recommend Favorite

Employing virtual samples to build early high-dimensional manufacturing models

By Li Der-Chiang   Huang Wen-Ting   Chen Chien-Chih   Chang Che-Jung  

International Journal of Production Research, Vol. 51, Iss. 11, 2013-06 ,pp. : 3206-3224

Taylor & Francis Ltd

Access to resources Recommend Favorite

Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction

By  

JOURNAL OF FORECASTING, Vol. 34, Iss. 2, 2015-03 ,pp. : 83-91

John Wiley & Sons Inc

Access to resources Recommend Favorite

What does high-dimensional factor analysis tell us about risk factors in the Australian stock market?

By Bowers Colin T.   Heaton Chris  

Applied Economics, Vol. 45, Iss. 11, 2013-04 ,pp. : 1395-1404

Routledge Ltd

Access to resources Recommend Favorite