Post-Selection and Post-Regularization Inference in Linear Models with Many Controls and Instruments

被引：98

作者：

Chernozhukov, Victor ^{[1
]}

Hansen, Christian ^{[2
]}

Spindler, Martin ^{[3
]}

机构：

[1] MIT, Cambridge, MA 02142 USA

[2] Univ Chicago, Booth Sch Business, Chicago, IL 60637 USA

[3] Munich Ctr Econ Aging, D-80799 Munich, Germany

来源：

AMERICAN ECONOMIC REVIEW | 2015年 / 105卷 / 05期

关键词：

D O I：

10.1257/aer.p20151022

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：486 / 490

页数：5

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