Editorial: High dimensional problems in econometrics

DOI10.1016/J.JECONOM.2015.02.009zbMATH Open1331.00049OpenAlexW1971280401MaRDI QIDQ494161FDOQ494161

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

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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)

Cites Work

• Forecasting Using Principal Components From a Large Number of Predictors
• Determining the Number of Factors in Approximate Factor Models
• 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
• A regularization approach to the many instruments problem

Cited In (4)

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

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