This is the accompanying repository for "Two Examples of Convex-Programming-Based High-Dimensional Econometric Estimators"
Switch branches/tags
Nothing to show
Clone or download
Pull request Compare This branch is 3 commits ahead of zhan-gao:master.
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
CLasso
Lasso
PPML
REL
README.md
master.R

README.md

Two Examples of Convex-Programming-Based High-Dimensional Econometric Estimators

This repository hosts the code for the methods featured in Two Examples of Convex-Programming-Based High-Dimensional Econometric Estimators by Zhan Gao and Zhentao Shi.

All simulation results in the paper are replicable using the master.R file in this repository.