Valid post-selection and post-regularization inference: An elementary, general approach
Year of publication: |
2016
|
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Authors: | Chernozhukov, Victor ; Hansen, Christian ; Spindler, Martin |
Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
Subject: | Neyman | orthogonalization | C(a) statistics | optimal instrument | optimal score | optimal moment | post-selection and post-regularization inference | efficiency | optimality |
Series: | cemmap working paper ; CWP36/16 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.1920/wp.cem.2016.3616 [DOI] 866403051 [GVK] hdl:10419/149781 [Handle] RePEc:ifs:cemmap:36/16 [RePEc] |
Source: |
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Valid post-selection and post-regularization inference : an elementary, general approach
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