Estimating the effect of a variable in a high-dimensional linear model.
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| Title: | Estimating the effect of a variable in a high-dimensional linear model. |
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| Authors: | Jensen, Peter S.1 psj@sam.sdu.dk, Würtz, Allan H.2 awurtz@econ.au.dk |
| Source: | Econometrics Journal. Jun2012, Vol. 15 Issue 2, p325-357. 33p. 6 Charts, 4 Graphs. |
| Database: | Business Source Ultimate |
| ISSN: | 13684221 |
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| DOI: | 10.1111/j.1368-423X.2011.00362.x |
