152 citations · 285 across the 23 of their papers we have counts for
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stat.ME2016
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…
stat.ML2016★ 48 cited
Double/Debiased Machine Learning for Treatment and Causal Parameters
Victor Chernozhukov, Denis Chetverikov, Mert Demirer +4
Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. Achieving this goal does not imply that these metho…