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Journal of the Royal Statistical Society. Series B (Statistical Methodology), ISSN 1369-7412, 9/2010, Volume 72, Issue 4, pp. 417 - 473
Journal Article
Journal Article
The Annals of Statistics, ISSN 0090-5364, 10/2009, Volume 37, Issue 5A, pp. 2178 - 2201
This paper explores the following question: what kind of statistical guarantees can be given when doing variable selection in high-dimensional models? In... 
Regression coefficients | Error rates | Statistical variance | Sample size | False positive errors | Linear regression | Cleaning | Estimators | Genetic screening | Signal detection | Sparsity | Stepwise regression | Lasso | REGRESSION | stepwise regression | CONSISTENCY | APPROXIMATION | STATISTICS & PROBABILITY | sparsity | Variables | Studies | Regression analysis | Linear equations | 62J05 | 62J07 | Stepwise Regression
Journal Article
Review of Economics and Statistics, ISSN 1530-9142, 05/2015, Volume 97, Issue 2, pp. 436 - 451
Abstract Vector autoregressions (VARs) are flexible time series models that can capture complex dynamic interrelationships among macroeconomic variables.... 
ARTICLES | HIERARCHICAL SHRINKAGE | MODELS | INFLATION | PREDICTORS | FORECASTS | MONETARY-POLICY | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | SHOCKS | BAYESIAN VARS | Autoregression (Statistics) | Interpersonal relations | Macroeconomics | Analysis | Studies | Economic forecasting | Econometrics | Time series
Journal Article
The Annals of Statistics, ISSN 0090-5364, 6/2010, Volume 38, Issue 3, pp. 1287 - 1319
Journal Article
Journal of Applied Econometrics, ISSN 0883-7252, 03/2018, Volume 33, Issue 2, pp. 179 - 197
We consider estimating binary response models on an unbalanced panel, where the outcome of the dependent variable may be missing due to nonrandom selection, or... 
REGRESSION | TESTS | ENDOGENEITY | LEAST-SQUARES ESTIMATION | SOCIAL SCIENCES, MATHEMATICAL METHODS | VARIABLES | ECONOMICS | HEALTH | Economic models | Data models | Mathematical models | Regression analysis | Dependent variables
Journal Article