Martin Spindler

Selected Publications

Uniform inference in high-dimensional Gaussian graphical models

Graphical models have become a very popular tool for representing dependencies within a large set of […]

Sven Klaassen, Jannis Kück, Martin Spindler, Victor Chernozhukov
12 June 2019 | CWP29/19
Valid simultaneous inference in high-dimensional settings (with the HDM package for R)

Due to the increasing availability of high-dimensional empirical applications in many research disciplines, valid simultaneous inference […]

Philipp Bach, Victor Chernozhukov, Martin Spindler
12 June 2019 | CWP30/19
Valid post-selection and post-regularization inference: An elementary, general approach

Here we present an expository, general analysis of valid post-selection or post-regularization inference about a low-dimensional […]

Victor Chernozhukov, Christian Hansen, Martin Spindler
25 August 2016 | CWP36/16

Latest version

Valid post-selection and post-regularization inference: An elementary, general approach
Victor Chernozhukov, Christian Hansen, Martin Spindler
1 August 2015 | Journal Article
hdm: High-Dimensional Metrics

In this article the package High-dimensional Metrics (hdm) is introduced. It is a collection of statistical […]

Victor Chernozhukov, Christian Hansen, Martin Spindler
25 August 2016 | CWP37/16
Valid post-selection and post-regularization inference: An elementary, general approach

We present an expository, general analysis of valid post-selection or post-regularization inference about a low-dimensional target […]

Victor Chernozhukov, Christian Hansen, Martin Spindler
1 August 2015 | Journal Article

Previous version

Valid post-selection and post-regularization inference: An elementary, general approach
Victor Chernozhukov, Christian Hansen, Martin Spindler
25 August 2016 | CWP36/16
Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments

We consider estimation of and inference about coefficients on endogenous variables in a linear instrumental variables […]

Victor Chernozhukov, Christian Hansen, Martin Spindler
1 May 2015 | Journal Article

Previous version

Post-selection and post-regularization inference in linear models with many controls and instruments
Victor Chernozhukov, Christian Hansen, Martin Spindler
14 January 2015 | CWP02/15
Post-selection and post-regularization inference in linear models with many controls and instruments

In this note, we offer an approach to estimating structural parameters in the presence of many […]

Victor Chernozhukov, Christian Hansen, Martin Spindler
14 January 2015 | CWP02/15

Latest version

Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments
Victor Chernozhukov, Christian Hansen, Martin Spindler
1 May 2015 | Journal Article