LASSO-driven inference in time and space

Author(s)
Chernozhukov, Victor; Karl Härdle, Wolfgang; Huang, Chen; Wang, Weining
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Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/
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Date issued
2021
URI
https://hdl.handle.net/1721.1/144459
Department
Massachusetts Institute of Technology. Department of Economics; Statistics and Data Science Center (Massachusetts Institute of Technology)
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
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