Department of Economics and Business Economics

Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Econometrics
Issue number1
Pages (from-to)143-168
Number of pages26
Publication statusPublished - 2018

    Research areas

  • Confidence intervals, Conservative Lasso, High-dimensional data, Honest inference, Tests, Uniform inference

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