Shrinkage Estimation For Nearly Singular Designs
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- Reuß, Karsten, 2011. "Determinants of personality and skill development in the Socio-emotional environment during childhood," MPRA Paper 82818, University Library of Munich, Germany.
- Damian Kozbur, 2017. "Testing-Based Forward Model Selection," American Economic Review, American Economic Association, vol. 107(5), pages 266-269, May.
- Pötscher, Benedikt M. & Leeb, Hannes, 2009.
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Journal of Multivariate Analysis,
Elsevier, vol. 100(9), pages 2065-2082, October.
- Pötscher, Benedikt M. & Leeb, Hannes, 2007. "On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding," MPRA Paper 5615, University Library of Munich, Germany.
- 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.
- Caner, Mehmet & Yıldız, Neşe, 2012. "CUE with many weak instruments and nearly singular design," Journal of Econometrics, Elsevier, vol. 170(2), pages 422-441.
- Stefano Maria IACUS & Alessandro DE GREGORIO, 2010. "Adaptive LASSO-type estimation for ergodic diffusion processes," Departmental Working Papers 2010-13, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- 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.
- Embaye, Weldensie T. & Zereyesus, Yacob A., 2017. "Measuring the value of housing services in household surveys: an application of machine learning approach," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252851, Southern Agricultural Economics Association.
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