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Post-selection inference
5
Estimation
2
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2
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Kueck, Jannis
2
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2
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Machine learning for US cross-industry return predictability under information uncertainty
Awijen, Haithem
;
Zaied, Younes Ben
;
Ben Lahouel, Bechir
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279809
Saved in:
2
Forward-selected panel data approach for program evaluation
Shi, Zhentao
;
Huang, Jingyi
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 512-535
Persistent link: https://www.econbiz.de/10014434345
Saved in:
3
Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
Kueck, Jannis
;
Luo, Ye
;
Spindler, Martin
;
Wang, Zigan
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 714-731
Persistent link: https://www.econbiz.de/10014434364
Saved in:
4
Transformation models in high dimensions
Klaaßen, Sven
;
Kueck, Jannis
;
Spindler, Martin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1168-1178
Persistent link: https://www.econbiz.de/10013539474
Saved in:
5
Robust
post-selection
inference
of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors
Han, Dongxiao
;
Huang, Jian
;
Lin, Yuanyuan
;
Shen, Guohao
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 416-431
Persistent link: https://www.econbiz.de/10013464038
Saved in:
6
Taming the factor zoo : a test of new factors
Giglio, Stefano
;
Feng, Gavin
;
Xiu, Dacheng
-
2020
Persistent link: https://www.econbiz.de/10012195919
Saved in:
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