High-dimensional econometrics and model selection

Thesis: Ph. D., Massachusetts Institute of Technology, Department of Economics, 2015. === Title as it appears in MIT Commencement Exercises program, June 5, 2015: Essays in high-dimensional econometrics and model selection. Cataloged from PDF version of thesis. === Includes bibliographical reference...

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Bibliographic Details
Main Author: Luo, Ye, Ph. D. Massachusetts Institute of Technology
Other Authors: Victor Chernozhukov and Jerry Hausman.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2015
Subjects:
Online Access:http://hdl.handle.net/1721.1/98686