The Factor-Lasso And K-Step Bootstrap Approach For Inference In High-Dimensional Economic Applications
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- Hansen, Christian & Liao, Yuan, 2016. "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," MPRA Paper 75313, University Library of Munich, Germany.
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Cited by:
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- Simon Freyaldenhoven & Christian Hansen & Jesse M. Shapiro, 2019.
"Pre-event Trends in the Panel Event-Study Design,"
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JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
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