Penalized estimation of high dimensional models
Auteur :
Horowitz, Joel L.
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032608822
Date de publication :
18 déc. 2026
Dimensions :
23,4 x 15,6 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The book is based on a course on penalized high-dimensional estimation that the author taught for second year graduate students in economics at Northwestern University. It concentrates on ideas, methods, and results that are useful for empirical research in economics and related fields.