Forward-selected panel data approach for program evaluation (Q6163247): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Inferential Theory for Factor Models of Large Dimensions
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+Property taxes and home prices: a tale of two cities
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+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
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+Program Evaluation and Causal Inference With High-Dimensional Data
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+Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems
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+Berry-Esseen bounds for statistics of weakly dependent samples
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+Valid post-selection inference
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+Simultaneous analysis of Lasso and Dantzig selector
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+Random forests
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+Boosting for high-dimensional linear models
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+Statistics for high-dimensional data. Methods, theory and applications.
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+ArCo: an artificial counterfactual approach for high-dimensional panel time-series data
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+Extended Bayesian information criteria for model selection with large model spaces
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+Q4558139
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+Stochastic Limit Theory
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+Home-purchase restriction, property tax and housing price in China: a counterfactual analysis
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+Least angle regression. (With discussion)
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Disentangling the effects of multiple treatments -- measuring the net economic impact of the 1995 great Hanshin-Awaji earthquake
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+Economic Predictions With Big Data: The Illusion of Sparsity
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+Q2865792
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+Debiasing the Lasso: optimal sample size for Gaussian designs
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+Self-normalized Cramér-type large deviations for independent random variables.
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+Berry-Esseen theorems under weak dependence
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+Oracle inequalities for high dimensional vector autoregressions
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+High-dimensional predictive regression in the presence of cointegration
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+Conditional predictive inference post model selection
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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+Can one estimate the conditional distribution of post-model-selection estimators?
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+Estimation of average treatment effects with panel data: asymptotic theory and implementation
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+\(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+The treatment-effect estimation: a case study of the 2008 economic stimulus package of China
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+BOOSTING: WHY YOU CAN USE THE HP FILTER
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+Econometric estimation with high-dimensional moment equalities
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+Rate of convergence in the central limit theorem for random variables with strong mixing
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+Uniform asymptotic inference and the bootstrap after model selection
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+Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
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+Panel data approach vs synthetic control method
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+Forward Regression for Ultra-High Dimensional Variable Screening
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+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+Forward Additive Regression for Ultrahigh Dimensional Nonparametric Additive Models
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+Model-Free Forward Screening Via Cumulative Divergence
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+The Adaptive Lasso and Its Oracle Properties
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