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High-Dimensional Metrics

High-Dimensional Metrics: Project Home – R-Forge

Project description

This package provides the implementation of selected high-dimensional statistical and econometric methods which enable estimation and valid post-selection inference on treatment and structural parameters in a high-dimensional setting.

Project Information

Topic : Biostatistics & Medical Statistics
Topic : Econometrics
Topic : Machine Learning

Registered: 2015-05-24 13:36
Activity Ranking: 0
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Martin Spindler

Victor Chernozhukov

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Thanks to:

Vienna University of Economics and Business

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