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Browsing Working Papers by Title
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(Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology, 1997)
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(Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology, 1993)
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(Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology, 1993)
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(Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics, 2001)
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(Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology, 1999)
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(Cambridge, Mass. : MIT, Dept. of Economics, 2000)
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(Cambridge, MA: Department of Economics, Massachusetts Institute of Technology, 2011-02-25)In this note, we propose the use of sparse methods (e.g., LASSO, Post-LASSO, p LASSO, and Post-p LASSO) to form first-stage predictions and estimate optimal instruments in linear instrumental variables (IV) models with ...
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(Cambridge, Mass. : Massachusetts Institute of Technology, Dept. of Economics, 1970)
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(Cambridge, Mass. : Department of Economics, Massachusetts Institute of Technology, 1989)
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(Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics, 2006)
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(Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology, 1988)
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(Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology, 1992)
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(Cambridge, Mass. : Massachusetts Institute of Technology, 1988)
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(Cambridge, MA: Dept. of Economics, M.I.T., 2009-01-04)In this paper we study post-model selection estimators which apply ordinary least squares (ols) to the model selected by first-step penalized estimators, typically lasso. It is well known that lasso can estimate the ...
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(Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics, 2004)
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(Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology, 1997)
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(Cambridge, Mass. : M.I.T. Dept. of Economics, 1975)
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(Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology, 1989)
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(Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics, 2003)
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(Cambridge, MA : Massachusetts Institute of Technology, Dept. of Economics, 2002)
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