152 citations · 285 across the 23 of their papers we have counts for
3 papers · 1 filter
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications
Christian Hansen, Yuan Liao
We consider inference about coefficients on a small number of variables of interest in a linear panel data model with additive unobserved individual and time specific effects and a…
Inference in High Dimensional Panel Models with an Application to Gun Control
Alexandre Belloni, Victor Chernozhukov, Christian Hansen +1
We consider estimation and inference in panel data models with additive unobserved individual specific heterogeneity in a high dimensional setting. The setting allows the number of…
Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain
Alexandre Belloni, Daniel Chen, Victor Chernozhukov +1
We develop results for the use of Lasso and Post-Lasso methods to form first-stage predictions and estimate optimal instruments in linear instrumental variables (IV) models with ma…