| dc.contributor.author | Belloni, Alexandre | |
| dc.contributor.author | Chernozhukov, Victor V. | |
| dc.date.accessioned | 2012-10-11T20:55:08Z | |
| dc.date.available | 2012-10-11T20:55:08Z | |
| dc.date.issued | 2011 | |
| dc.identifier.isbn | 9783642199899 | |
| dc.identifier.isbn | 3642199895 | |
| dc.identifier.isbn | 978-3-642-19988-2 | |
| dc.identifier.uri | http://hdl.handle.net/1721.1/73908 | |
| dc.description | arXiv: (Submitted on 26 Jun 2011 (v1), last revised 2 Sep 2011 (this version, v2)) | en_US |
| dc.description.abstract | In this chapter we discuss conceptually high dimensional sparse econometric
models as well as estimation of these models using ℓ1-penalization and post-
ℓ1-penalization methods. Focusing on linear and nonparametric regression frameworks,
we discuss various econometric examples, present basic theoretical results,
and illustrate the concepts and methods withMonte Carlo simulations and an empirical
application. In the application, we examine and confirm the empirical validity
of the Solow-Swan model for international economic growth. | en_US |
| dc.language.iso | en_US | |
| dc.publisher | Springer Science + Business Media B.V. | en_US |
| dc.relation.isversionof | http://rd.springer.com/chapter/10.1007/978-3-642-19989-9_3 | en_US |
| dc.rights | Creative Commons Attribution-Noncommercial-Share Alike 3.0 | en_US |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-sa/3.0/ | en_US |
| dc.source | arXiv | en_US |
| dc.title | High Dimensional Sparse Econometric Models: An Introduction | en_US |
| dc.type | Article | en_US |
| dc.identifier.citation | Belloni, Alexandre and Victor Chernozhukov. "High Dimensional Sparse Econometric Models: An Introduction." Chapter 3 in Inverse Problems and High-Dimensional Estimation. Pierre Alquier, Eric Gautier, Gilles Stoltz, editors. (Lecture Notes in Statistics Volume 203), 2011, pp 121-156. © Springer-Verlag Berlin Heidelberg 2011. | en_US |
| dc.contributor.department | Massachusetts Institute of Technology. Department of Economics | en_US |
| dc.contributor.approver | Chernozhukov, Victor V. | |
| dc.contributor.mitauthor | Chernozhukov, Victor V. | |
| dc.relation.journal | Inverse Problems and High-Dimensional Estimation | en_US |
| dc.eprint.version | Author's final manuscript | en_US |
| dc.type.uri | http://purl.org/eprint/type/BookItem | en_US |
| dspace.orderedauthors | Belloni, Alexandre; Chernozhukov, Victor | en_US |
| dc.identifier.orcid | https://orcid.org/0000-0002-3250-6714 | |
| mit.license | OPEN_ACCESS_POLICY | en_US |
| mit.metadata.status | Complete | |
