most citedUniform Inference on High-dimensional Spatial Panel Networks

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econ.EM2021★ 1 cited

Uniform Inference on High-dimensional Spatial Panel Networks

Victor Chernozhukov, Chen Huang, Weining Wang

We propose employing a high-dimensional generalized method of moments (GMM) estimator, regularized for dimension reduction and subsequently debiased to correct for shrinkage bias (…