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Damian Kozbur

Personal Details

First Name:Damian
Middle Name:
Last Name:Kozbur
Suffix:
RePEc Short-ID:pko911
[This author has chosen not to make the email address public]
http://www.econ.uzh.ch/en/people/faculty/kozbur.html

Affiliation

Institut für Volkswirtschaftslehre
Wirtschaftswissenschaftliche Fakutält
Universität Zürich

Zürich, Switzerland
http://www.econ.uzh.ch/
RePEc:edi:seizhch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Damian Kozbur, 2017. "Sharp convergence rates for forward regression in high-dimensional sparse linear models," ECON - Working Papers 253, Department of Economics - University of Zurich, revised Apr 2018.
  2. Christian Hansen & Damian Kozbur & Sanjog Misra, 2016. "Targeted undersmoothing," ECON - Working Papers 282, Department of Economics - University of Zurich, revised Apr 2018.
  3. Damian Kozbur, 2015. "Testing-Based Forward Model Selection," ECON - Working Papers 283, Department of Economics - University of Zurich, revised Apr 2018.
  4. Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur, 2014. "Inference in high dimensional panel models with an application to gun control," CeMMAP working papers CWP50/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  5. Damian Kozbur, 2013. "Inference in additively separable models with a high-dimensional set of conditioning variables," ECON - Working Papers 284, Department of Economics - University of Zurich, revised Apr 2018.

Articles

  1. Damian Kozbur, 2017. "Testing-Based Forward Model Selection," American Economic Review, American Economic Association, vol. 107(5), pages 266-269, May.
  2. Hansen, Christian & Kozbur, Damian, 2014. "Instrumental variables estimation with many weak instruments using regularized JIVE," Journal of Econometrics, Elsevier, vol. 182(2), pages 290-308.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Damian Kozbur, 2017. "Sharp convergence rates for forward regression in high-dimensional sparse linear models," ECON - Working Papers 253, Department of Economics - University of Zurich, revised Apr 2018.

    Cited by:

    1. Christian Hansen & Damian Kozbur & Sanjog Misra, 2016. "Targeted undersmoothing," ECON - Working Papers 282, Department of Economics - University of Zurich, revised Apr 2018.
    2. Damian Kozbur, 2015. "Testing-Based Forward Model Selection," ECON - Working Papers 283, Department of Economics - University of Zurich, revised Apr 2018.
    3. Damian Kozbur, 2020. "Analysis of Testing‐Based Forward Model Selection," Econometrica, Econometric Society, vol. 88(5), pages 2147-2173, September.
    4. Shi, Zhentao & Huang, Jingyi, 2023. "Forward-selected panel data approach for program evaluation," Journal of Econometrics, Elsevier, vol. 234(2), pages 512-535.

  2. Christian Hansen & Damian Kozbur & Sanjog Misra, 2016. "Targeted undersmoothing," ECON - Working Papers 282, Department of Economics - University of Zurich, revised Apr 2018.

    Cited by:

    1. Victor Chernozhukov & Mert Demirer & Esther Duflo & Ivan Fernandez-Val, 2017. "Generic machine learning inference on heterogenous treatment effects in randomized experiments," CeMMAP working papers CWP61/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Victor Chernozhukov & Mert Demirer & Esther Duflo & Iv'an Fern'andez-Val, 2017. "Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India," Papers 1712.04802, arXiv.org, revised Oct 2023.
    3. Jean-Pierre Dubé & Sanjog Misra, 2017. "Personalized Pricing and Consumer Welfare," NBER Working Papers 23775, National Bureau of Economic Research, Inc.
    4. Damian Kozbur, 2013. "Inference in additively separable models with a high-dimensional set of conditioning variables," ECON - Working Papers 284, Department of Economics - University of Zurich, revised Apr 2018.
    5. Shi, Zhentao & Huang, Jingyi, 2023. "Forward-selected panel data approach for program evaluation," Journal of Econometrics, Elsevier, vol. 234(2), pages 512-535.

  3. Damian Kozbur, 2015. "Testing-Based Forward Model Selection," ECON - Working Papers 283, Department of Economics - University of Zurich, revised Apr 2018.

    Cited by:

    1. Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2017. "Double/Debiased Machine Learning for Treatment and Structural Parameters," NBER Working Papers 23564, National Bureau of Economic Research, Inc.
    2. Sarra Houidi & Dominique Fourer & François Auger & Houda Ben Attia Sethom & Laurence Miègeville, 2021. "Comparative Evaluation of Non-Intrusive Load Monitoring Methods Using Relevant Features and Transfer Learning," Energies, MDPI, vol. 14(9), pages 1-28, May.
    3. Peter C. B. Phillips & Zhentao Shi, 2021. "Boosting: Why You Can Use The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 521-570, May.
    4. Christian Hansen & Yuan Liao, 2016. "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," Papers 1611.09420, arXiv.org, revised Dec 2016.
    5. Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney Newey & James Robins, 2016. "Double/Debiased Machine Learning for Treatment and Causal Parameters," Papers 1608.00060, arXiv.org, revised Dec 2017.
    6. Damian Kozbur, 2015. "Testing-Based Forward Model Selection," ECON - Working Papers 283, Department of Economics - University of Zurich, revised Apr 2018.
    7. Peter C.B. Phillips & Zhentao Shi, 2019. "Boosting the Hodrick-Prescott Filter," Cowles Foundation Discussion Papers 2192, Cowles Foundation for Research in Economics, Yale University.
    8. Jooyoung Cha & Harold D. Chiang & Yuya Sasaki, 2021. "Inference in high-dimensional regression models without the exact or $L^p$ sparsity," Papers 2108.09520, arXiv.org, revised Dec 2022.
    9. Damian Kozbur, 2017. "Sharp convergence rates for forward regression in high-dimensional sparse linear models," ECON - Working Papers 253, Department of Economics - University of Zurich, revised Apr 2018.
    10. Zhentao Shi & Jingyi Huang, 2019. "Forward-Selected Panel Data Approach for Program Evaluation," Papers 1908.05894, arXiv.org, revised Apr 2021.
    11. Shi, Zhentao & Huang, Jingyi, 2023. "Forward-selected panel data approach for program evaluation," Journal of Econometrics, Elsevier, vol. 234(2), pages 512-535.

  4. Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur, 2014. "Inference in high dimensional panel models with an application to gun control," CeMMAP working papers CWP50/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-Dimensional Econometrics and Regularized GMM," Papers 1806.01888, arXiv.org, revised Jun 2018.
    2. Achim Ahrens & Sean Lyons, 2021. "Do rising rents lead to longer commutes? A gravity model of commuting flows in Ireland," Urban Studies, Urban Studies Journal Limited, vol. 58(2), pages 264-279, February.
    3. Breinlich, Holger & Corradi, Valentina & Rocha, Nadia & Ruta, Michele & Zylkin, Thomas & Santos Silva, JMC, 2022. "Machine Learning in International Trade Research - Evaluating the Impact of Trade Agreements," CEPR Discussion Papers 17325, C.E.P.R. Discussion Papers.
    4. Julián Caballero & Christian Upper, 2023. "What happens to EMEs when US yields go up?," BIS Working Papers 1081, Bank for International Settlements.
    5. Moritz Meister & Annekatrin Niebuhr & Jan Cornelius Peters & Johannes Stiller, 2023. "Local attributes and migration balance – evidence for different age and skill groups from a machine learning approach," Regional Science Policy & Practice, Wiley Blackwell, vol. 15(4), pages 794-825, May.
    6. Kaspar Wuthrich & Ying Zhu, 2019. "Omitted variable bias of Lasso-based inference methods: A finite sample analysis," Papers 1903.08704, arXiv.org, revised Sep 2021.
    7. Harrison Fell & Melinda Sandler Morrill, 2024. "The Impact of Wind Energy on Air Pollution and Emergency Department Visits," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(1), pages 287-320, January.
    8. Fluchtmann, Jonas & Glenny, Anita Marie & Harmon, Nikolaj & Maibom, Jonas, 2021. "The Gender Application Gap: Do Men and Women Apply for the Same Jobs?," IZA Discussion Papers 14906, Institute of Labor Economics (IZA).
    9. Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," Papers 2402.05030, arXiv.org.
    10. Sun, Yuying & Hong, Yongmiao & Wang, Shouyang & Zhang, Xinyu, 2023. "Penalized time-varying model averaging," Journal of Econometrics, Elsevier, vol. 235(2), pages 1355-1377.
    11. Christian Hansen & Damian Kozbur & Sanjog Misra, 2016. "Targeted undersmoothing," ECON - Working Papers 282, Department of Economics - University of Zurich, revised Apr 2018.
    12. Anders Bredahl Kock & Haihan Tang, 2014. "Inference in High-dimensional Dynamic Panel Data Models," CREATES Research Papers 2014-58, Department of Economics and Business Economics, Aarhus University.
    13. Julián Caballero, 2020. "Corporate dollar debt and depreciations: all's well that ends well?," BIS Working Papers 879, Bank for International Settlements.
    14. Godzinski, Alexandre & Suarez Castillo, Milena, 2021. "Disentangling the effects of air pollutants with many instruments," Journal of Environmental Economics and Management, Elsevier, vol. 109(C).
    15. Christian Hansen & Yuan Liao, 2016. "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," Papers 1611.09420, arXiv.org, revised Dec 2016.
    16. Raja, Akash, 2023. "The impact of changes in bank capital requirements," Bank of England working papers 1004, Bank of England.
    17. Paul Clarke & Annalivia Polselli, 2023. "Double Machine Learning for Static Panel Models with Fixed Effects," Papers 2312.08174, arXiv.org, revised Dec 2023.
    18. Achim Ahrens & Christian B. Hansen & Mark E. Schaffer, 2019. "lassopack: Model selection and prediction with regularized regression in Stata," Papers 1901.05397, arXiv.org.
    19. Damian Kozbur, 2015. "Testing-Based Forward Model Selection," ECON - Working Papers 283, Department of Economics - University of Zurich, revised Apr 2018.
    20. Marta Serra-Garcia & Uri Gneezy, 2023. "Improving Human Deception Detection Using Algorithmic Feedback," CESifo Working Paper Series 10518, CESifo.
    21. Vogt, M. & Walsh, C. & Linton, O., 2022. "CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects," Cambridge Working Papers in Economics 2242, Faculty of Economics, University of Cambridge.
    22. Szabó-Morvai Ágnes & Hubert János Kiss, 2020. "Locus of control and Human Capital Investment Decisions: The Role of Effort, Parental Preferences and Financial Constraints," CERS-IE WORKING PAPERS 2055, Institute of Economics, Centre for Economic and Regional Studies.
    23. Aglasan, Serkan & Goodwin, Barry K. & Rejesus, Roderick, 2020. "Genetically Modified Rootworm-Resistant Corn, Risk, and Weather: Evidence from High Dimensional Methods," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 305181, Agricultural and Applied Economics Association.
    24. Achim Ahrens & Alessandra Stampi-Bombelli & Selina Kurer & Dominik Hangartner, 2023. "Optimal multi-action treatment allocation: A two-phase field experiment to boost immigrant naturalization," Papers 2305.00545, arXiv.org, revised Feb 2024.
    25. Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments," Papers 1501.03185, arXiv.org.
    26. Francesca Micocci & Armando Rungi, 2021. "Predicting Exporters with Machine Learning," Papers 2107.02512, arXiv.org, revised Sep 2022.
    27. Borgschulte, Mark & Vogler, Jacob, 2019. "Did the ACA Medicaid Expansion Save Lives?," IZA Discussion Papers 12552, Institute of Labor Economics (IZA).
    28. Qiu, Yun & Chen, Xi & Shi, Wei, 2020. "Impacts of Social and Economic Factors on the Transmission of Coronavirus Disease 2019 (COVID-19) in China," GLO Discussion Paper Series 494 [pre.], Global Labor Organization (GLO).
    29. Jonathan Fuhr & Philipp Berens & Dominik Papies, 2024. "Estimating Causal Effects with Double Machine Learning -- A Method Evaluation," Papers 2403.14385, arXiv.org.
    30. Joseph S Shapiro, 2021. "The Environmental Bias of Trade Policy," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 136(2), pages 831-886.
    31. Michael Danquah & Abdul Malik Iddrisu & Ernest Owusu Boakye & Solomon Owusu, 2021. "Do gender wage differences within households influence women's empowerment and welfare?: Evidence from Ghana," WIDER Working Paper Series wp-2021-40, World Institute for Development Economic Research (UNU-WIDER).
    32. María Laura Alzua & Natalia Cantet & Ana C. Dammert & Damilola Olajide, 2023. "The Wellbeing Effects of an Old Age Pension: Experimental Evidence for Ekiti State in Nigeria," CEDLAS, Working Papers 0322, CEDLAS, Universidad Nacional de La Plata.
    33. Mert Hakan Hekimoğlu & Burak Kazaz, 2020. "Analytics for Wine Futures: Realistic Prices," Production and Operations Management, Production and Operations Management Society, vol. 29(9), pages 2096-2120, September.
    34. Harold D. Chiang, 2019. "Many Average Partial Effects: with an Application to Text Regression," 2019 Papers pch1836, Job Market Papers.
    35. Achim Ahrens, 2015. "Civil conflicts in Africa: Climate, economic shocks, nighttime lights and spill-over effects," SEEC Discussion Papers 1501, Spatial Economics and Econometrics Centre, Heriot Watt University.
    36. Andrii Babii & Ryan T. Ball & Eric Ghysels & Jonas Striaukas, 2020. "Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application," Papers 2008.03600, arXiv.org, revised Nov 2021.
    37. Damian Kozbur, 2020. "Analysis of Testing‐Based Forward Model Selection," Econometrica, Econometric Society, vol. 88(5), pages 2147-2173, September.
    38. Max Vilgalys, 2023. "A Machine Learning Approach to Measuring Climate Adaptation," Papers 2302.01236, arXiv.org.
    39. Falco J. Bargagli-Dtoffi & Massimo Riccaboni & Armando Rungi, 2020. "Machine Learning for Zombie Hunting. Firms Failures and Financial Constraints," Working Papers 01/2020, IMT School for Advanced Studies Lucca, revised Jun 2020.
    40. Carlos Lamarche & Thomas Parker, 2022. "Wild Bootstrap Inference For Penalized Quantile Regression For Longitudinal Data," Working Papers 22003 Classification-C15,, University of Waterloo, Department of Economics.
    41. Samuel Dodini, 2023. "Insurance Subsidies, the Affordable Care Act, and Financial Stability," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 42(1), pages 97-136, January.
    42. Collins, Alan & Fan, Jingwen & Mahabir, Aruneema, 2022. "Actual versus ‘natural’ rates of suicide: Evidence from the USA," Economic Modelling, Elsevier, vol. 106(C).
    43. Wei Shi & Lung-fei Lee, 2018. "The effects of gun control on crimes: a spatial interactive fixed effects approach," Empirical Economics, Springer, vol. 55(1), pages 233-263, August.
    44. Harold D. Chiang & Kengo Kato & Yukun Ma & Yuya Sasaki, 2019. "Multiway Cluster Robust Double/Debiased Machine Learning," Papers 1909.03489, arXiv.org, revised Mar 2020.
    45. Duncan Sheppard Gilchrist & Emily Glassberg Sands, 2016. "Something to Talk About: Social Spillovers in Movie Consumption," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1339-1382.
    46. Falco J. Bargagli-Stoffi & Fabio Incerti & Massimo Riccaboni & Armando Rungi, 2023. "Machine Learning for Zombie Hunting: Predicting Distress from Firms' Accounts and Missing Values," Papers 2306.08165, arXiv.org.
    47. Vogt, M. & Walsh, C. & Linton, O., 2022. "CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects," Janeway Institute Working Papers 2218, Faculty of Economics, University of Cambridge.
    48. James M. Carson & Cameron M. Ellis & Robert E. Hoyt & Krzysztof Ostaszewski, 2020. "Sunk Costs and Screening: Two‐Part Tariffs in Life Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 87(3), pages 689-718, September.
    49. Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," THEMA Working Papers 2024-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    50. Sander Gerritsen & Mark Kattenberg & Sonny Kuijpers, 2019. "The impact of age at arrival on education and mental health," CPB Discussion Paper 389, CPB Netherlands Bureau for Economic Policy Analysis.
    51. J. Daniel Aromí & M. Paula Bonel & Julián Cristiá & Martín Llada, 2020. "Socio-economic status and mobility during the COVID-19 pandemic: An analysis of large Latin American urban areas," Asociación Argentina de Economía Política: Working Papers 4307, Asociación Argentina de Economía Política.
    52. Carlos Aller & Lorenzo Ductor & Daryna Grechyna, 2020. "Robust Determinants of CO2 Emissions," ThE Papers 20/13, Department of Economic Theory and Economic History of the University of Granada..
    53. Damian Kozbur, 2013. "Inference in additively separable models with a high-dimensional set of conditioning variables," ECON - Working Papers 284, Department of Economics - University of Zurich, revised Apr 2018.
    54. Xi Chen & Ye Luo & Martin Spindler, 2019. "Adaptive Discrete Smoothing for High-Dimensional and Nonlinear Panel Data," Papers 1912.12867, arXiv.org, revised Jan 2020.
    55. Michael Vogt & Christopher Walsh & Oliver Linton, 2022. "CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects," Papers 2206.12152, arXiv.org.
    56. Fonseca Morello, Thiago, 2023. "Hospitalization due to fire-induced pollution in the Brazilian Amazon: A causal inference analysis with an assessment of policy trade-offs," World Development, Elsevier, vol. 161(C).
    57. Luv Sharma & Aravind Chandrasekaran & Elliot Bendoly, 2020. "Does the Office of Patient Experience Matter in Improving Delivery of Care?," Production and Operations Management, Production and Operations Management Society, vol. 29(4), pages 833-855, April.
    58. Chiang, Harold D. & Rodrigue, Joel & Sasaki, Yuya, 2023. "Post-Selection Inference In Three-Dimensional Panel Data," Econometric Theory, Cambridge University Press, vol. 39(3), pages 623-658, June.
    59. Brian Asquith, 2019. "Do Rent Increases Reduce the Housing Supply Under Rent Control? Evidence from Evictions in San Francisco," Upjohn Working Papers 19-296, W.E. Upjohn Institute for Employment Research.
    60. Yigit Aydede & Jan Ditzen, 2022. "Identifying the regional drivers of influenza-like illness in Nova Scotia with dominance analysis," Papers 2212.06684, arXiv.org.
    61. Damian Kozbur, 2017. "Sharp convergence rates for forward regression in high-dimensional sparse linear models," ECON - Working Papers 253, Department of Economics - University of Zurich, revised Apr 2018.
    62. Natalie Bau & Martin Rotemberg & Manisha Shah & Bryce Steinberg, 2020. "Human Capital Investment in the Presence of Child Labor," NBER Working Papers 27241, National Bureau of Economic Research, Inc.
    63. Davide Viviano & Jelena Bradic, 2021. "Dynamic covariate balancing: estimating treatment effects over time with potential local projections," Papers 2103.01280, arXiv.org, revised Jan 2024.
    64. Rossmann, Tobias, 2019. "Does Experience Shape Subjective Expectations?," Rationality and Competition Discussion Paper Series 181, CRC TRR 190 Rationality and Competition.

  5. Damian Kozbur, 2013. "Inference in additively separable models with a high-dimensional set of conditioning variables," ECON - Working Papers 284, Department of Economics - University of Zurich, revised Apr 2018.

    Cited by:

    1. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-Dimensional Econometrics and Regularized GMM," Papers 1806.01888, arXiv.org, revised Jun 2018.
    2. Christian Hansen & Damian Kozbur & Sanjog Misra, 2016. "Targeted undersmoothing," ECON - Working Papers 282, Department of Economics - University of Zurich, revised Apr 2018.
    3. Damian Kozbur, 2015. "Testing-Based Forward Model Selection," ECON - Working Papers 283, Department of Economics - University of Zurich, revised Apr 2018.
    4. Philipp Bach & Sven Klaassen & Jannis Kueck & Martin Spindler, 2020. "Estimation and Uniform Inference in Sparse High-Dimensional Additive Models," Papers 2004.01623, arXiv.org, revised Apr 2024.
    5. Byunghoon Kang, 2019. "Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms," Papers 1909.12162, arXiv.org, revised Feb 2020.

Articles

  1. Damian Kozbur, 2017. "Testing-Based Forward Model Selection," American Economic Review, American Economic Association, vol. 107(5), pages 266-269, May.
    See citations under working paper version above.
  2. Hansen, Christian & Kozbur, Damian, 2014. "Instrumental variables estimation with many weak instruments using regularized JIVE," Journal of Econometrics, Elsevier, vol. 182(2), pages 290-308.

    Cited by:

    1. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-Dimensional Econometrics and Regularized GMM," Papers 1806.01888, arXiv.org, revised Jun 2018.
    2. Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
    3. Cheng Hsiao & Qiankun Zhou, 2017. "JIVE for Panel Dynamic Simultaneous Equations Models," Departmental Working Papers 2017-10, Department of Economics, Louisiana State University.
    4. Xuemei Fan & Ziyue Nan & Yuanhang Ma & Yingdan Zhang & Fei Han, 2021. "Research on the Spatio-Temporal Impacts of Environmental Factors on the Fresh Agricultural Product Supply Chain and the Spatial Differentiation Issue—An Empirical Research on 31 Chinese Provinces," IJERPH, MDPI, vol. 18(22), pages 1-26, November.
    5. Eric Gautier & Christiern Rose, 2022. "Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments," Papers 2211.02249, arXiv.org, revised Nov 2022.
    6. Carrasco, Marine & Tchuente, Guy, 2015. "Regularized LIML for many instruments," Journal of Econometrics, Elsevier, vol. 186(2), pages 427-442.
    7. Christian Hansen & Damian Kozbur & Sanjog Misra, 2016. "Targeted undersmoothing," ECON - Working Papers 282, Department of Economics - University of Zurich, revised Apr 2018.
    8. Godzinski, Alexandre & Suarez Castillo, Milena, 2021. "Disentangling the effects of air pollutants with many instruments," Journal of Environmental Economics and Management, Elsevier, vol. 109(C).
    9. Achim Ahrens & Christian B. Hansen & Mark E. Schaffer, 2019. "lassopack: Model selection and prediction with regularized regression in Stata," Papers 1901.05397, arXiv.org.
    10. Alexandre Belloni & Victor Chernozhukov & Christian Hansen & Damian Kozbur, 2014. "Inference in High Dimensional Panel Models with an Application to Gun Control," Papers 1411.6507, arXiv.org.
    11. Damian Kozbur, 2015. "Testing-Based Forward Model Selection," ECON - Working Papers 283, Department of Economics - University of Zurich, revised Apr 2018.
    12. Jinyuan Chang & Zhentao Shi & Jia Zhang, 2021. "Culling the herd of moments with penalized empirical likelihood," Papers 2108.03382, arXiv.org, revised May 2022.
    13. Shi, Zhentao, 2016. "Econometric estimation with high-dimensional moment equalities," Journal of Econometrics, Elsevier, vol. 195(1), pages 104-119.
    14. Qingliang Fan & Yaqian Wu, 2020. "Endogenous Treatment Effect Estimation with some Invalid and Irrelevant Instruments," Papers 2006.14998, arXiv.org.
    15. Victor Chernozhukov & Christian Hansen & Martin Spindler, 2015. "Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments," Papers 1501.03185, arXiv.org.
    16. Victor Chernozhukov & Christian Hansen & Martin Spindler, 2016. "Valid post-selection and post-regularization inference: An elementary, general approach," CeMMAP working papers CWP36/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Callaway, Brantly & Karami, Sonia, 2023. "Treatment effects in interactive fixed effects models with a small number of time periods," Journal of Econometrics, Elsevier, vol. 233(1), pages 184-208.
    18. Lei Bill Wang, 2023. "Estimating overidentified linear models with heteroskedasticity and outliers," Papers 2305.17615, arXiv.org, revised Apr 2024.
    19. Matsushita, Yukitoshi & Otsu, Taisuke, 2022. "A jackknife Lagrange multiplier test with many weak instruments," LSE Research Online Documents on Economics 116392, London School of Economics and Political Science, LSE Library.
    20. Hoang, Daniel & Wiegratz, Kevin, 2022. "Machine learning methods in finance: Recent applications and prospects," Working Paper Series in Economics 158, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
    21. Max-Sebastian Dov`i, 2021. "Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables," Papers 2101.09543, arXiv.org, revised Mar 2021.
    22. Max-Sebastian Dov`i & Anders Bredahl Kock & Sophocles Mavroeidis, 2022. "A Ridge-Regularised Jackknifed Anderson-Rubin Test," Papers 2209.03259, arXiv.org, revised Nov 2023.
    23. Breunig, Christoph & Mammen, Enno & Simoni, Anna, 2020. "Ill-posed estimation in high-dimensional models with instrumental variables," Journal of Econometrics, Elsevier, vol. 219(1), pages 171-200.
    24. Lee, Nayoung & Moon, Hyungsik Roger & Zhou, Qiankun, 2017. "Many IVs estimation of dynamic panel regression models with measurement error," Journal of Econometrics, Elsevier, vol. 200(2), pages 251-259.
    25. Gold, David & Lederer, Johannes & Tao, Jing, 2020. "Inference for high-dimensional instrumental variables regression," Journal of Econometrics, Elsevier, vol. 217(1), pages 79-111.
    26. Qingliang Fan & Zijian Guo & Ziwei Mei, 2022. "A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates," Papers 2205.00171, arXiv.org, revised Mar 2023.
    27. Anna Mikusheva & Liyang Sun, 2023. "Weak Identification with Many Instruments," Papers 2308.09535, arXiv.org, revised Jan 2024.
    28. Sølvsten, Mikkel, 2020. "Robust estimation with many instruments," Journal of Econometrics, Elsevier, vol. 214(2), pages 495-512.
    29. Emmanuel Selorm Tsyawo, 2021. "Feasible IV Regression without Excluded Instruments," Papers 2103.09621, arXiv.org, revised Nov 2022.
    30. Guy Tchuente, 2016. "Estimation of social interaction models using regularization," Studies in Economics 1607, School of Economics, University of Kent.
    31. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2017. "Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending," Discussion Paper Series DP2017-24, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2019.
    32. Joshua Angrist & Brigham Frandsen, 2019. "Machine Labor," NBER Working Papers 26584, National Bureau of Economic Research, Inc.
    33. Alena Skolkova, 2023. "Instrumental Variable Estimation with Many Instruments Using Elastic-Net IV," CERGE-EI Working Papers wp759, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    34. Marine Carrasco & Guy Tchuente, 2015. "Efficient estimation with many weak instruments using regularization techniques," Studies in Economics 1517, School of Economics, University of Kent.
    35. Fan, Jianqing & Gong, Wenyan & Zhu, Ziwei, 2019. "Generalized high-dimensional trace regression via nuclear norm regularization," Journal of Econometrics, Elsevier, vol. 212(1), pages 177-202.
    36. Guy Tchuente, 2019. "Weak Identification and Estimation of Social Interaction Models," Papers 1902.06143, arXiv.org.
    37. Stephen Coussens & Jann Spiess, 2021. "Improving Inference from Simple Instruments through Compliance Estimation," Papers 2108.03726, arXiv.org.
    38. Abdul-Nasah Soale & Emmanuel Selorm Tsyawo, 2023. "Clustered Covariate Regression," Papers 2302.09255, arXiv.org, revised Jul 2023.
    39. Bohacek, Radim & Myck, Michal, 2017. "Economic Consequences of Political Persecution," IZA Discussion Papers 11136, Institute of Labor Economics (IZA).
    40. Yiqi Lin & Frank Windmeijer & Xinyuan Song & Qingliang Fan, 2022. "On the instrumental variable estimation with many weak and invalid instruments," Papers 2207.03035, arXiv.org, revised Dec 2023.
    41. Dakyung Seong, 2022. "Binary response model with many weak instruments," Papers 2201.04811, arXiv.org, revised May 2023.
    42. Alena Skolkova, 2023. "Model Averaging with Ridge Regularization," CERGE-EI Working Papers wp758, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    43. Jiafeng Chen & Daniel L. Chen & Greg Lewis, 2020. "Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models," Papers 2011.06158, arXiv.org, revised Jun 2021.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (3) 2015-08-13 2017-06-04 2018-05-07
  2. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  3. NEP-ORE: Operations Research (1) 2018-05-07

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