152 citations · 256 across the 22 of their papers we have counts for
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stat.AP2015
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
Victor Chernozhukov, Christian Hansen, Martin Spindler
In this note, we offer an approach to estimating causal/structural parameters in the presence of many instruments and controls based on methods for estimating sparse high-dimension…
math.ST2015★ 152 cited
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach
Victor Chernozhukov, Christian Hansen, Martin Spindler
Here we present an expository, general analysis of valid post-selection or post-regularization inference about a low-dimensional target parameter, , in the presence of a very hi…