Jooyoung Cha

activity

20212026

most citedInference in high-dimensional regression models without the exact or

L^{p}

sparsity

1 citations · 1 across the 3 of their papers we have counts for

collaborators

3 papers

econ.EM2026

Bounds for Standard Errors in Combined Data

Jooyoung Cha, Yuya Sasaki, Nelson Matthew P. Tan

We propose methods for constructing lower bounds on the standard errors of parameters estimated from moment conditions obtained across different samples. Sharp explicit bounds are…

econ.EM2024

Local Projections Inference with High-Dimensional Covariates without Sparsity

Jooyoung Cha

This paper presents a comprehensive local projections (LP) framework for estimating future responses to current shocks, robust to high-dimensional controls without relying on spars…

econ.EM2021★ 1 cited

Inference in high-dimensional regression models without the exact or $L^{p}$ sparsity

Jooyoung Cha, Harold D. Chiang, Yuya Sasaki

This paper proposes a new method of inference in high-dimensional regression models and high-dimensional IV regression models. Estimation is based on a combined use of the orthogon…

Bounds for Standard Errors in Combined Data

Local Projections Inference with High-Dimensional Covariates without Sparsity

Inference in high-dimensional regression models without the exact or Lp sparsity

Inference in high-dimensional regression models without the exact or $L^{p}$ sparsity