Associates

Weining Wang

Selected Publications

LASSO-Driven Inference in Time and Space

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

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

Previous version

LASSO-driven inference in time and space
Weining Wang, Chen Huang, Wolfgang Härdle, Victor Chernozhukov
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 […]

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

Latest version

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