Publications

The cemmap working paper series publishes papers expanding the frontiers of knowledge in microdata methods and practice. Martin Weidner is the editor of the working paper series.

Inference for high-dimensional sparse econometric models

This article is about estimation and inference methods for high dimensional sparse (HDS) regression models in… Continue reading.

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
December 2011

CWP41/11

Estimation of treatment effects with high-dimensional controls

We propose methods for inference on the average effect of a treatment on a scalar outcome… Continue reading.

Alexandre Belloni, Victor Chernozhukov, Christian Hansen
December 2011

CWP42/11

Latest version

Inference on treatment effects after selection amongst high-dimensional controls
Alexandre Belloni, Victor Chernozhukov, Christian Hansen
May 2012 | CWP10/12