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)
Laurent Pauwels (University of Sydney, Australia)
Patrick Gagliardini (University of Lugano, Switzerland)
Thorsten Joachims (Cornell University, United States)
XiaoXia Ye (Stockholm University, Sweden)
Xiao Xiao (Erasmus University Rotterdam, the Netherlands)
Cesare Robotti (Imperial College London, United Kingdom)
Peter Hansen (European University Institute, Italy)
Geert Ridder (University of Southern California, United States)
Federico Bandi (Johns Hopkins University, United States)
Federico Bandi (Johns Hopkins University, United States)
Enrique Sentana (Center for Monetary and Financial Studies (CEMFI), Spain)
Fang Xu (University of Reading, United Kingdom)
Yang Liu (University of Amsterdam)
Charles Bos (VU University Amsterdam, the Netherlands)
Ryo Okui (VU University Amsterdam and Kyoto University, Japan)
Laurent Callot (VU University Amsterdam)
Michael Rockinger (University of Lausanne, Switzerland)
Tom Boot (Erasmus School of Economics, Erasmus University Rotterdam)
Marcelo Medeiros (Pontificia Universidade Catolica, Brazil)