Pages that link to "Item:Q5384842"
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The following pages link to THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842):
Displaying 8 items.
- Assessing the causal effect of binary interventions from observational panel data with few treated units (Q2292398) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls (Q5881967) (← links)
- Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115) (← links)
- A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors (Q6620828) (← links)
- Multiway Cluster Robust Double/Debiased Machine Learning (Q6620927) (← links)
- Testing for sparse idiosyncratic components in factor-augmented regression models (Q6664624) (← links)
- Variable selection in high dimensional linear regressions with parameter instability (Q6664675) (← links)
