Testing the simplifying assumption in high-dimensional vine copulas
Electronic Journal of Statistics
2022
16
2
DoubleML - An Object-Oriented Implementation of Double Machine Learning in Python
Journal of Machine Learning Research
2022
23
53
1-6
Distributed Double Machine Learning with a Serverless Architecture
Companion of the ACM/SPEC International Conference on Performance Engineering
Virtual Event, France
ACM
2021
Simplified vine copula models: Approximations based on the simplifying assumption
Electronic Journal of Statistics
2019
13
1
A note on low-dimensional Kalman smoothers for systems with lagged states in the measurement equation
Economics Letters
2018
168
42-45
The partial copula: Properties and associated dependence measures
Statistics & Probability Letters
2016
119
76-83
On the Effect of Imputation on the 2SLS Variance
On the Effect of Imputation on the 2SLS Variance
2019
SIVREG: Stata module to perform adaptive Lasso with some invalid instruments
SIVREG: Stata module to perform adaptive Lasso with some invalid instruments
2018