Inference in High-Dimensional Panel Data Models with an Application to Gun Control. (with Alexandre Belloni, Victor Chernozhukov and Christian Hansen) Journal of Business and Economic Statistics, 2016, 34(4) 590-605.

Instrumental Variables Estimation with Many Weak Instruments Using Regularised JIVE. (with Christian Hansen) Journal of Econometrics, 2014, 182(2) 290-308.

P-value Based Analysis for Shared Controls Design in Genome-wide Association Studies. (with Dmitri Zaykin) Genetic Epidemiology, 2010, 34(7) 725-738.

Testing-Based Forward Model Selection. American Economic Review: P&P, 2017, 107 (5), 266-269.

 Targeted Undersmoothing.  (with Christian Hansen and Sannjog Misra).

 

 Sharp Convergence Rates for Forward Regression in High-Dimensional Sparse Linear Models.  

 

 Testing-Based Forward Model Selection.

 

Inference in Additively Separable Models with a High-Dimensional Set of Conditioning Variables.

 

Econometrics for Research Students Part I (Ph.D.)

Lecture with Excersices: DOEC0379

Contact: Prof. Damian Kozbur

Econometrics for Research Students Part I (Ph.D.)

Lecture with Excersices: DOEC0379

Contact: Prof. Damian Kozbur

Go to course site on OLAT with online syllabus

Econometrics for Research Students Part I (Ph.D.)

Lecture with Excersices: DOEC0702

Contact: Prof. Damian Kozbur

Go to course site on OLAT with online syllabus