ReferencesΒΆ

Ahrens, A., Hansen, C. B., & Schaffer, M. (2020). LASSOPACK: Stata module for lasso, square-root lasso, elastic net, ridge, adaptive lasso estimation and cross-validation.

Chernozhukov, V., Hansen, C., & Spindler, M. (2016). hdm: High-dimensional metrics. arXiv preprint arXiv:1608.00354.

  1. Belloni, D. Chen, V. Chernozhukov and C. Hansen (2012). Sparse models and methods for optimal instruments with an application to eminent domain. Econometrica 80 (6), 2369-2429.

  1. Belloni, V. Chernozhukov and C. Hansen (2013). Inference for high-dimensional sparse econometric models. In Advances in Economics and Econometrics: 10th World Congress, Vol. 3: Econometrics, Cambridge University Press: Cambridge, 245-295.

  1. Belloni, V. Chernozhukov, C. Hansen (2014). Inference on treatment effects after selection among high-dimensional controls. The Review of Economic Studies 81(2), 608-650..