Editorial: High dimensional problems in econometrics

DOI10.1016/J.JECONOM.2015.02.009MaRDI QIDQ494161zbMATHOpenAlexFDO

Authors

Publication date 31 August 2015

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2015.02.009

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

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Cites work

• A regularization approach to the many instruments problem
• Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
• Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
• Determining the Number of Factors in Approximate Factor Models
• Forecasting Using Principal Components From a Large Number of Predictors

Cited in

(4)

• Royal Economic Society annual conference 2014. Special issue on large dimensional models
• Editorial: Big data in dynamic predictive econometric modeling
• High-dimensional econometrics and identification
• Econometric estimation with high-dimensional moment equalities

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