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Denis Chetverikov

Denis Chetverikov

Academic outputs

Cemmap Working Paper CWP60/18
This paper considers the problem of testing many moment inequalities where the number of moment inequalities, denoted by p, is possibly much larger than the sample size n.
Cemmap Working Paper CWP35/18
This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. High-dimensional models are characterized by having a number of unknown parameters that is not vanishingly small relative to the sample size.

Reports and comment