Sangam: A Confluence of Knowledge Streams

High dimensional problems in econometrics

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dc.contributor Massachusetts Institute of Technology. Department of Economics
dc.contributor Chernozhukov, Victor
dc.contributor Chernozhukov, Victor V
dc.creator Carrasco, Marine
dc.creator Gonçalves, Silvia
dc.creator Renault, Eric
dc.creator Chernozhukov, Victor V
dc.date 2018-05-10T14:45:56Z
dc.date 2018-05-10T14:45:56Z
dc.date 2015-03
dc.date.accessioned 2023-03-01T18:07:13Z
dc.date.available 2023-03-01T18:07:13Z
dc.identifier 0304-4076
dc.identifier http://hdl.handle.net/1721.1/115289
dc.identifier Carrasco, Marine et al.“High Dimensional Problems in Econometrics.” Journal of Econometrics 186, 2 (June 2015): 277–279 © 2015 Elsevier B.V.
dc.identifier https://orcid.org/0000-0002-3250-6714
dc.identifier.uri http://localhost:8080/xmlui/handle/CUHPOERS/278822
dc.description The technological innovations in information processing and the increased storage capability have made possible to collect very large data sets in various fields of economics and finance. Researchers, companies, and governments look for ways to exploit this rich information. This special issue collects 11 papers who present state-of-the-art techniques to deal with many predictors, many regressors or many instruments. It grew out of the CIREQ conference on high dimensional models in econometrics organized by Marine Carrasco and Sílvia Gonçalves in Montreal, Canada, on May 4–5, 2012.
dc.format application/pdf
dc.language en_US
dc.publisher Elsevier
dc.relation http://dx.doi.org/10.1016/J.JECONOM.2015.02.009
dc.relation Journal of Econometrics
dc.rights Creative Commons Attribution-Noncommercial-NoDerivatives
dc.rights http://creativecommons.org/licenses/by-nc-nd/4.0/
dc.source Chernozhukov
dc.title High dimensional problems in econometrics
dc.type Article
dc.type http://purl.org/eprint/type/JournalArticle


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