LASSO Methods for Gaussian Instrumental Variables Models

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LASSO Methods for Gaussian Instrumental Variables Models

6 December 2010

Victor Chernozhukov

Christian B. Hansen

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Papers citing "LASSO Methods for Gaussian Instrumental Variables Models"

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Title
High-Dimensional Granger Causality Tests with an Application to VIX and News Andrii Babii Eric Ghysels Jonas Striaukas 46 106 0 13 Dec 2019
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 97 67 0 05 Jun 2018
Debiased Machine Learning of Set-Identified Linear Models Vira Semenova 119 5 0 28 Dec 2017
Estimation and Inference on Heterogeneous Treatment Effects in High-Dimensional Dynamic Panels under Weak Dependence Vira Semenova Matt Goldman Victor Chernozhukov Matt Taddy CML 59 13 0 28 Dec 2017
A Flexible Framework for Hypothesis Testing in High-dimensions Adel Javanmard Jason D. Lee 87 29 0 26 Apr 2017
Estimation and Inference on Nonlinear and Heterogeneous Effects Marc Ratkovic D. Tingley 44 11 0 16 Mar 2017
Confidence Bands for Coefficients in High Dimensional Linear Models with Error-in-variables A. Belloni Victor Chernozhukov A. Kaul 90 18 0 01 Mar 2017
Linear Hypothesis Testing in Dense High-Dimensional Linear Models Yinchu Zhu Jelena Bradic 175 86 0 10 Oct 2016
Uniformly Valid Post-Regularization Confidence Regions for Many Functional Parameters in Z-Estimation Framework A. Belloni Victor Chernozhukov Denis Chetverikov Ying Wei 90 75 0 23 Dec 2015
Analysis of Testing-Based Forward Model Selection Damian Kozbur 119 9 0 08 Dec 2015
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach Victor Chernozhukov Christian B. Hansen Martin Spindler 238 176 0 14 Jan 2015
Program Evaluation and Causal Inference with High-Dimensional Data A. Belloni Victor Chernozhukov Iván Fernández-Val Christian B. Hansen CML 246 359 0 11 Nov 2013
Supplementary Appendix for "Inference on Treatment Effects After Selection Amongst High-Dimensional Controls" A. Belloni Victor Chernozhukov Christian B. Hansen 284 1,411 0 27 May 2013
Post-Selection Inference for Generalized Linear Models with Many Controls A. Belloni Victor Chernozhukov Ying Wei 178 191 0 15 Apr 2013
Pivotal estimation via square-root Lasso in nonparametric regression A. Belloni Victor Chernozhukov Lie Wang 248 152 0 07 May 2011