一名计量经济学家对大数据的展望

[1] A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models[J] . A. Chudik,G. Kapetanios,M. Hashem Pesaran.Econometrica . 2018 (4)

[2] Estimation and Inference of Heterogeneous Treatment Effects using Random Forests [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2018, 113 (523) : 1228 - 1242

[3] Social interactions under incomplete information with heterogeneous expectations [J]. JOURNAL OF ECONOMETRICS, 2017, 198 (01) : 65 - 83

[4] Large covariance estimation by thresholding principal orthogonal complements [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2013, 75 (04) : 603 - 680

[5] Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit[J] . Alexander Chudik,M.Hashem Pesaran.Econometric Reviews . 2013 (5-6)

[6] Estimation of copula-based semiparametric time series models[J] . Xiaohong Chen,Yanqin Fan.Journal of Econometrics . 2005 (2)

[7] CLT for Linear Spectral Statistics of Large-Dimensional Sample Covariance Matrices[J] . Z. D. Bai,Jack W. Silverstein.The Annals of Probability . 2004 (1)

[8] Macroeconomic forecasting using diffusion indexes [J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2002, 20 (02) : 147 - 162

[9] Random forests [J]. MACHINE LEARNING, 2001, 45 (01) : 5 - 32

[10] An Equilibrium Theory of the Distribution of Income and Intergenerational Mobility[J] . Gary S. Becker,Nigel Tomes.Journal of Political Economy . 1979 (6)

[1] A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High‐Dimensional Linear Regression Models[J] . A. Chudik,G. Kapetanios,M. Hashem Pesaran.Econometrica . 2018 (4)

[2] Estimation and Inference of Heterogeneous Treatment Effects using Random Forests [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2018, 113 (523) : 1228 - 1242

[3] Social interactions under incomplete information with heterogeneous expectations [J]. JOURNAL OF ECONOMETRICS, 2017, 198 (01) : 65 - 83

[4] Large covariance estimation by thresholding principal orthogonal complements [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2013, 75 (04) : 603 - 680

[5] Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit[J] . Alexander Chudik,M.Hashem Pesaran.Econometric Reviews . 2013 (5-6)

[6] Estimation of copula-based semiparametric time series models[J] . Xiaohong Chen,Yanqin Fan.Journal of Econometrics . 2005 (2)

[7] CLT for Linear Spectral Statistics of Large-Dimensional Sample Covariance Matrices[J] . Z. D. Bai,Jack W. Silverstein.The Annals of Probability . 2004 (1)

[8] Macroeconomic forecasting using diffusion indexes [J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2002, 20 (02) : 147 - 162

[9] Random forests [J]. MACHINE LEARNING, 2001, 45 (01) : 5 - 32

[10] An Equilibrium Theory of the Distribution of Income and Intergenerational Mobility[J] . Gary S. Becker,Nigel Tomes.Journal of Political Economy . 1979 (6)