Inference for heterogeneous effects using low-rank estimations
Year of publication: |
2019
|
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Authors: | Chernozhukov, Victor ; Hansen, Christian Bailey ; Liao, Yuan ; Zhu, Yinchu |
Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
Subject: | nuclear norm penalization | post-SVT | sample splitting | interactive effects |
Series: | cemmap working paper ; CWP31/19 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.1920/wp.cem.2019.3119 [DOI] 1667371517 [GVK] hdl:10419/211124 [Handle] RePEc:ifs:cemmap:31/19 [RePEc] |
Source: |
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Inference for heterogeneous effects using low-rank estimations
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