• Maximilian Kasy


Choosing among regularized estimators in empirical economics. Maximilian Kasy, December 2, 2017, Paper, "Many applied settings in empirical economics involve simultaneous estimation of a large number of parameters. In particular, applied economists are often interested in estimating the effects of many-valued treatments (like teacher effects or location effects), treatment effects for many groups, and prediction models with many regressors. In these settings, methods that combine regularized estimation and data-driven choices of regularization parameters are useful to avoid over-fitting." Link