Andreas Dzemski

Department of Economics

Göteborg

Sweden

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Confidence Set for Group Membership

Number of pages: 102 Posted: 04 Mar 2018 Last Revised: 13 Dec 2018
Andreas Dzemski and Ryo Okui
Department of Economics and Seoul National University
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Abstract:

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Panel Data, Grouped Heterogeneity, Clustering, Confidence Set, Machine Learning, Moment Inequalities, Joint One-Sided Tests, Self-Normalized Sums, High-Dimensional CLT, Anti-Concentration for QLR