Pivotal estimation via square-root lasso in nonparametric regression
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- Alexandre Belloni & Victor Chernozhukov & Lie Wang, 2013. "Pivotal estimation via square-root lasso in nonparametric regression," CeMMAP working papers 62/13, Institute for Fiscal Studies.
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CWP77/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Uniform post selection inference for LAD regression and other z-estimation problems,"
CeMMAP working papers
CWP74/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Honest confidence regions for a regression parameter in logistic regression with a large number of controls,"
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- Alexandre Belloni & Victor Chernozhukov & Ying Wei, 2013. "Honest confidence regions for a regression parameter in logistic regression with a large number of controls," CeMMAP working papers 67/13, Institute for Fiscal Studies.
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"Inference for high-dimensional sparse econometric models,"
CeMMAP working papers
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CWP24/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Victor Chernozhukov & Denis Chetverikov & Mert Demirer & Esther Duflo & Christian Hansen & Whitney K. Newey, 2016. "Double machine learning for treatment and causal parameters," CeMMAP working papers CWP49/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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