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