LASSO-driven inference in time and space
Name
1806.05081.pdf
Description
Accepted version
Size
1.1 MB
Format
Adobe PDF
Checksum (MD5)
2ca9505ab0b024e5411024e6ca2f964b
Author(s)
Chernozhukov, Victor
Karl Härdle, Wolfgang
Huang, Chen
Wang, Weining
Date Issued
2021
Journal
The Annals of Statistics
Publisher
Institute of Mathematical Statistics
Citation
Chernozhukov, Victor, Karl Härdle, Wolfgang, Huang, Chen and Wang, Weining. 2021. "LASSO-driven inference in time and space." The Annals of Statistics, 49 (3).
Version
Author's final manuscript
MIT Department
Massachusetts Institute of Technology. Department of Economics
Statistics and Data Science Center (Massachusetts Institute of Technology)
Terms of Use
Creative Commons Attribution-Noncommercial-Share Alike
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1214/20-AOS2019
