Topics in high-dimensional Econometrics - A theoretical and empirical analysis of boosting with application to economic problems
Applicant
Professor Dr. Martin Spindler
Subject Area
Statistics and Econometrics
Term
from 2013 to 2014
Project identifier
Deutsche Forschungsgemeinschaft (DFG) - Project number 242793814
Final Report
Final Report Year
2015
No abstract available
Publications
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments. American Economic Review: Papers & Proceedings 2015, 105(5): 486–490
Martin Spindler, Victor Chernozhukov and Chris Hansen
Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach. Annual Review of Economics, Vol. 7, pp. 649-688, 2015
Martin Spindler, Victor Chernozhukov and Chris Hansen
DFG Programme
Research Fellowships
International Connection
USA
Host
Professor Victor Chernozhukov, Ph.D.
