Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso
Anders Bredahl Kock (Aarhus University, Denmark)
- Econometrics Seminars and Workshop Series
Anders Bredahl Kock (Aarhus University, Denmark)
Patrick Gagliardini (University of Lugano, Switzerland)
Cesare Robotti (Imperial College London, United Kingdom)
Geert Ridder (University of Southern California, United States)
Federico Bandi (Johns Hopkins University, United States)
Enrique Sentana (Center for Monetary and Financial Studies (CEMFI), Spain)
Yang Liu (University of Amsterdam)
Ryo Okui (VU University Amsterdam and Kyoto University, Japan)
Laurent Callot (VU University Amsterdam)
Maxwell King (Monash University, Australia)
Xu Cheng (University of Pennsylvania, United States)
Knut Aare Aastveit (Norges Bank, Norway)
Vanessa Berenguer-Rico (University of Oxford, United Kingdom)
Nikolaus Hautsch (University of Vienna, Austria)
Peter Hansen (European University Institute, Italy)
Joakim Westerlund (Lund university, Sweden)
Takashi Yamagata (University of York, United Kingdom)
Christian Brownlees (Pompeu Fabra University and Barcelona GSE, Spain)
George Kapetanios (Queen Mary University of London, United Kingdom)
Hugo Kruiniger (Durham University, United Kingdom)