@article{econhot_econhot-reading-14,
  title = {Double/debiased machine learning for treatment and structural parameters},
  author = {Victor Chernozhukov and Denis Chetverikov and Mert Demirer and Esther Duflo and Christian Hansen and Whitney Newey and James Robins},
  journal = {The Econometrics Journal},
  year = {2018},
  volume = {21},
  number = {1},
  pages = {C1-C68},
  doi = {10.1111/ectj.12097},
  url = {https://doi.org/10.1111/ectj.12097}
}

@article{econhot_econhot-reading-41,
  title = {Determining the Number of Factors in Approximate Factor Models},
  author = {Jushan Bai and Serena Ng},
  journal = {Econometrica},
  year = {2002},
  volume = {70},
  number = {1},
  pages = {191-221},
  doi = {10.1111/1468-0262.00273},
  url = {https://doi.org/10.1111/1468-0262.00273}
}

@article{econhot_econhot-reading-42,
  title = {Inferential Theory for Factor Models of Large Dimensions},
  author = {Jushan Bai},
  journal = {Econometrica},
  year = {2003},
  volume = {71},
  number = {1},
  pages = {135-171},
  doi = {10.1111/1468-0262.00392},
  url = {https://doi.org/10.1111/1468-0262.00392}
}

@article{econhot_econhot-reading-61,
  title = {Regression Shrinkage and Selection Via the Lasso},
  author = {Robert Tibshirani},
  journal = {Journal of the Royal Statistical Society Series B: Statistical Methodology},
  year = {1996},
  volume = {58},
  number = {1},
  pages = {267-288},
  doi = {10.1111/j.2517-6161.1996.tb02080.x},
  url = {https://doi.org/10.1111/j.2517-6161.1996.tb02080.x}
}

@article{econhot_econhot-reading-62,
  title = {Inference on Treatment Effects after Selection among High-Dimensional Controls},
  author = {A. Belloni and V. Chernozhukov and C. Hansen},
  journal = {The Review of Economic Studies},
  year = {2014},
  volume = {81},
  number = {2},
  pages = {608-650},
  doi = {10.1093/restud/rdt044},
  url = {https://doi.org/10.1093/restud/rdt044}
}

@article{econhot_econhot-reading-measurement-lasso,
  title = {Measurement Error in Lasso: Impact and Likelihood Bias Correction},
  author = {Øystein Sørensen and Arnoldo Frigessi and Magne Thoresen},
  journal = {Statistica Sinica},
  year = {2015},
  volume = {25},
  number = {2},
  pages = {809–829},
  doi = {10.5705/ss.2013.180},
  url = {https://doi.org/10.5705/ss.2013.180}
}

@article{econhot_econhot-reading-noisy-missing,
  title = {High-dimensional Regression with Noisy and Missing Data: Provable Guarantees with Nonconvexity},
  author = {Po-Ling Loh and Martin J. Wainwright},
  journal = {The Annals of Statistics},
  year = {2012},
  volume = {40},
  number = {3},
  pages = {1637–1664},
  doi = {10.1214/12-AOS1018},
  url = {https://doi.org/10.1214/12-AOS1018}
}

@article{econhot_econhot-reading-cocolasso,
  title = {CoCoLasso for High-dimensional Error-in-variables Regression},
  author = {Abhirup Datta and Hui Zou},
  journal = {The Annals of Statistics},
  year = {2017},
  volume = {45},
  number = {6},
  pages = {2400–2426},
  doi = {10.1214/16-AOS1527},
  url = {https://doi.org/10.1214/16-AOS1527}
}

@article{econhot_econhot-reading-measurement-inference,
  title = {Inference in High Dimensional Linear Measurement Error Models},
  author = {Mengyan Li and Runze Li and Yanyuan Ma},
  journal = {Journal of Multivariate Analysis},
  year = {2021},
  volume = {184},
  pages = {104759},
  doi = {10.1016/j.jmva.2021.104759},
  url = {https://doi.org/10.1016/j.jmva.2021.104759}
}