Alexandre Belloni, Victor Chernozhukov
arXiv 26 Jun 2011 · Statistics — Applications · 80 citations (OpenAlex)
arXiv:1106.5242 · PDF · DOI · OpenAlex · Extracted main text
In this chapter we discuss conceptually high dimensional sparse econometric models as well as estimation of these models using L1-penalization and post-L1-penalization methods. Focusing on linear and nonparametric regression frameworks, we discuss various econometric examples, present basic theoretical results, and illustrate the concepts and methods with Monte Carlo simulations and an empirical application. In the application, we examine and confirm the empirical validity of the Solow-Swan model for international economic growth.
appendix boundary found by appendix_titled_section at “Appendix” · 77% of the source is main text. Read the extracted text to check this.
The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Belloni, A., Chernozhukov, V.: Post-$_1$-penalized estimators in hig… (2009) arXiv:[math.ST] (2009) self | 1.000 | 6 | 4 | 100% |
| 2 | Zhang, C.H., Huang, J.: The sparsity and bias of the lasso selection… (2008) Ann. Statist. 36(4), 1567–1594 (2008) | 0.928 | 4 | 3 | 100% |
| 3 | Bickel, P.J., Ritov, Y., Tsybakov, A.B.: Simultaneous analysis of LA… (2009) Annals of Statistics 37(4), 1705–1732 (2009) | 0.874 | 9 | 6 | 67% |
| 4 | Barro, R.J., Sala–i–Martin, X.: Economic Growth (1995) McGraw-Hill, New York (1995) | 0.874 | 6 | 2 | 100% |
| 5 | Lounici, K.: Sup-norm convergence rate and sign concentration proper… (2008) Electron. J. Statist. 2, 90–102 (2008) | 0.843 | 4 | 3 | 75% |
| 6 | Meinshausen, N., Yu, B.: Lasso-type recovery of sparse representatio… (2009) Annals of Statistics 37(1), 2246–2270 (2009) | 0.811 | 4 | 2 | 100% |
| 7 | Barro, R.J., Lee, J.W.: Data set for a panel of 139 countries (1994) NBER, http://www.nber.org/pub/barro.lee.html (1994) | 0.737 | 3 | 2 | 100% |
| 8 | Belloni, A., Chen, D., Chernozhukov, V., Hansen, C.: Sparse models a… (2010) arXiv:[math.ST] (2010) self | 0.644 | 2 | 2 | 100% |
| 9 | Rigollet, P., Tsybakov, A.B.: Exponential screening and optimal rate… (2010) ArXiv:1003.2654 (2010) | 0.644 | 2 | 2 | 100% |
| 10 | Zhao, P., Yu, B.: On model selection consistency of lasso (2006) J. Machine Learning Research 7, 2541–2567 (2006) | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 27 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.