A mini-course on Lasso methods for estimation and inference in Econometrics.

Materials

Lecture Notes

R Labs:

• BIC illustration: HTML
• Lasso illustration: HTML
• Lasso and many regressors with growth data: HTML
• Lasso and many IVs with eminent domain data: HTML
• Lasso and many controls with property rights data: HTML
• RMD files for the Labs