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 Year: 2015

Final Report Abstract

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
  (See online at https://doi.org/10.1257/aer.p20151022)
• 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
  (See online at https://doi.org/10.1146/annurev-economics-012315-015826)