Centre Fellows

Weining Wang

Humboldt-Universität zu Berlin

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Selected Publications

Working Paper
LASSO-driven inference in time and space

We consider the estimation and inference in a system of high-dimensional regression equations allowing for temporal […]

Victor Chernozhukov, Wolfgang Härdle, Chen Huang, Weining Wang
20 June 2018 | CWP36/18

Latest version

LASSO-Driven Inference in Time and Space
Victor Chernozhukov, Wolfgang Härdle, Chen Huang, Weining Wang
29 April 2019 | CWP20/19
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