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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
The Accounting Review, ISSN 0001-4826, 3/2012, Volume 87, Issue 2, pp. 589 - 616
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The Annals of Statistics, ISSN 0090-5364, 2/2014, Volume 42, Issue 1, pp. 324 - 351
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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 | 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 | INFLATION | FORECASTS | MONETARY-POLICY | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | MODEL | SHOCKS | Autoregression (Statistics) | Interpersonal relations | Macroeconomics | Analysis
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The Annals of Statistics, ISSN 0090-5364, 6/2010, Volume 38, Issue 3, pp. 1287 - 1319
Journal Article
Journal Article