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

Materials

Lecture Notes

R Labs:

1. BIC: HTML, RMD
2. Lasso and many regressors with growth data: HTML, RMD
3. Lasso and many IVs with eminent domain data: HTML, RMD
4. Lasso and many controls with property rights data: HTML, RMD