Chen Huang

Selected Publications

Working Paper
Arellano-bond lasso estimator for dynamic linear panel models

The Arellano-Bond estimator is a fundamental method for dynamic panel data models, widely used in practice. […]

Victor Chernozhukov, Ivan Fernandez-Val, Chen Huang, Weining Wang
26 April 2024 | CWP09/24
LASSO-Driven Inference in Time and Space

We consider the estimation and inference in a system of high-dimensional regression equations allowing for temporal […]

Victor Chernozhukov, Wolfgang Härdle, Chen Huang, Weining Wang
29 April 2019 | CWP20/19

Previous version

LASSO-driven inference in time and space
Victor Chernozhukov, Wolfgang Härdle, Chen Huang, Weining Wang
20 June 2018 | CWP36/18
LASSO-driven inference in time and space

We consider the estimation and inference in a system of high-dimensional regression equations allowing for temporal […]

Victor Chernozhukov, Wolfgang Härdle, Chen Huang, Weining Wang
20 June 2018 | CWP36/18

Latest version

LASSO-Driven Inference in Time and Space
Victor Chernozhukov, Wolfgang Härdle, Chen Huang, Weining Wang
29 April 2019 | CWP20/19
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