Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso

• Series
  Econometrics Seminars and Workshop Series
• Speaker(s)
  Anders Bredahl Kock (Aarhus University, Denmark)
• Field
  Econometrics

• Location
  Amsterdam Econometrics Seminars and Workshop Series
  Amsterdam
• Date and time

  November 13, 2015
  00:00