Methods Lecture - Summer Institute 2013 - Chernozhukov
Summer Institute 2013 Econometric Methods
Victor Chernozhukov, Matthew Gentzkow, Christian Hansen, Jesse Shapiro, Matthew Taddy, Organizers Complete Index of Summer Institute Econometric Lectures Prediction with high-dimensional data (1)
Prediction with high-dimensional data (2)
Prediction with high-dimensional data (3)
Applications: Using text as data
Estimating treatment effects with high-dimensional data (1): Selecting instruments
Estimating treatment effects with high-dimensional data (2): Selecting instruments
Applications: Estimating treatment effects with high-dimensional data
Nuts and bolts: Computing with large data
REFERENCES Prediction: Hastie, Trevor, Robert Tibshirani and Jerome Friedman. 2009. Elements of Statistical Learning: Data Mining, Inference and Prediction. Second Edition. Text Mining: Taddy, Matthew. 2013. Multinomial Inverse Regression for Text Analysis. Journal of the American Statistical Association, forthcoming. Blei, David M., and John D. Lafferty. 2007. A Correlated Topic Model of Science. The Annals of Applied Statistics 1 (1) (June 1): 1735. Treatment Effects: Alexandre Belloni, Victor Chernozhukov, Christian Hansen, () "Inference for High-Dimensional Sparse Econometric Models", Advances in Economics and Econometrics, 10th World Congress of Econometric Society, 2010 Belloni, Alexandre, Daniel Chen, Victor Chernozhukov and Christian Hansen. 2012. Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain. Econometrica 80(6): 2369-2430. Belloni, Alexandre, Victor Chernozhukov and Christian Hansen. 2013. Inference on treatment effects after selection amongst high-dimensional controls. CEMMAP Leeb, Hannes and Benedikt M. Pötscher. 2008. Can one estimate the unconditional distribution of post-model-selection estimators? Econometric Theory 24(2): 338376. Code and Data Gentzkow, Matthew and Jesse Shapiro. 2013. Code and Data for the Social Sciences: A Practitioners Guide. LINKS TO CODE FOR EXAMPLES USED IN LECTURES Prediction: Penalized Regression Software Treatment Effects (MIT) |
|||||||||||||||||||||||||||||||||
National Bureau of Economic Research, 1050 Massachusetts Ave.,
Cambridge, MA 02138; 617-868-3900; email: info@nber.org
Contact Us
Contact Us
