Editorial: High dimensional problems in econometrics
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Publication:494161
DOI10.1016/J.JECONOM.2015.02.009zbMath1331.00049OpenAlexW1971280401MaRDI QIDQ494161
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Publication date: 31 August 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.02.009
Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
Cites Work
- A regularization approach to the many instruments problem
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Forecasting Using Principal Components From a Large Number of Predictors
- Determining the Number of Factors in Approximate Factor Models
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
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