Martin Spindler

Selected Publications

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