• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Recent PhD Placements
    • Facilities
    • Admissions
  • Research
  • News
  • Events
    • Summer School
      • Crash Course in Experimental Economics
      • Introduction in Genome-Wide Data Analysis
      • Research on Productivity, Trade, and Growth
      • Econometric Methods for Forecasting and Data Science
  • Times

15-019/III - Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models


  • Authors
    Laurent Callot, VU University Amsterdam, the Netherlands; Mehmet Caner, North Carolina State University, United States; Anders Bredahl Kock, Aarhus University, Denmark; Juan Andres Riquelme, North Carolina State University, United States
  • Publication date
    February 10, 2015
  • Keywords
    Threshold model, sup-norm bound, thresholded scaled Lasso, oracle inequality, debt effect on gdp growth
  • JEL
    C13, C23, C26