Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic (Q6150537): Difference between revisions

Latest revision as of 17:01, 27 August 2024

scientific article; zbMATH DE number 7814021

Language	Label	Description	Also known as
English	Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic	scientific article; zbMATH DE number 7814021

Statements

instance of

scholarly article

0 references

title

Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic (English)

0 references

DOI

10.1016/j.jeconom.2023.105650

0 references

0 references

0 references

0 references

0 references

Journal of Econometrics

0 references

publication date

6 March 2024

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

mediation analysis

0 references

penalized least squares

0 references

sparsity

0 references

Wald test

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Program Evaluation and Causal Inference With High-Dimensional Data

0 references

Inference on Treatment Effects after Selection among High-Dimensional Controls

0 references

Two-Step Estimation and Inference with Possibly Many Included Covariates

0 references

Inference in Linear Regression Models with Many Covariates and Heteroscedasticity

0 references

Causal impact of masks, policies, behavior on early Covid-19 pandemic in the U.S.

0 references

Estimation and inference for distribution functions and quantile functions in treatment effect models

0 references

Portfolio selection under DEA-based relative financial strength indicators: case of US industries

0 references

Common risk factors in the returns on stocks and bonds

0 references

RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Statistical Foundations of Data Science

0 references

Nonconcave Penalized Likelihood With NP-Dimensionality

0 references

IPAD: Stable Interpretable Forecasting with Knockoffs Inference

0 references

Robust inference on average treatment effects with possibly more covariates than observations

0 references

Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects

0 references

On asymptotically optimal confidence regions and tests for high-dimensional models

0 references

Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs

0 references

Direct and Indirect Treatment Effects–Causal Chains and Mediation Analysis with Instrumental Variables

0 references

Linear hypothesis testing for high dimensional generalized linear models

0 references

Debiased Inference on Treatment Effect in a High-Dimensional Model

0 references

Calibrating nonconvex penalized regression in ultra-high dimension

0 references

Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension

0 references

Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

0 references

Estimation and inference for the indirect effect in high-dimensional linear mediation models

0 references

One-step sparse estimates in nonconcave penalized likelihood models

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6150537

@@ Property / cites work @@
+Program Evaluation and Causal Inference With High-Dimensional Data
+Normal rank
@@ Property / cites work @@
+Inference on Treatment Effects after Selection among High-Dimensional Controls
+Normal rank
@@ Property / cites work @@
+Two-Step Estimation and Inference with Possibly Many Included Covariates
+Normal rank
@@ Property / cites work @@
+Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Causal impact of masks, policies, behavior on early Covid-19 pandemic in the U.S.
+Normal rank
@@ Property / cites work @@
+Estimation and inference for distribution functions and quantile functions in treatment effect models
+Normal rank
@@ Property / cites work @@
+Portfolio selection under DEA-based relative financial strength indicators: case of US industries
+Normal rank
@@ Property / cites work @@
+Common risk factors in the returns on stocks and bonds
+Normal rank
@@ Property / cites work @@
+RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Statistical Foundations of Data Science
@@ Property / cites work: Statistical Foundations of Data Science / rank @@
+Normal rank
@@ Property / cites work @@
+Nonconcave Penalized Likelihood With NP-Dimensionality
+Normal rank
@@ Property / cites work @@
+IPAD: Stable Interpretable Forecasting with Knockoffs Inference
+Normal rank
@@ Property / cites work @@
+Robust inference on average treatment effects with possibly more covariates than observations
+Normal rank
@@ Property / cites work @@
+Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
+Normal rank
@@ Property / cites work @@
+On asymptotically optimal confidence regions and tests for high-dimensional models
+Normal rank
@@ Property / cites work @@
+Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs
+Normal rank
@@ Property / cites work @@
+Direct and Indirect Treatment Effects–Causal Chains and Mediation Analysis with Instrumental Variables
+Normal rank
@@ Property / cites work @@
+Linear hypothesis testing for high dimensional generalized linear models
+Normal rank
@@ Property / cites work @@
+Debiased Inference on Treatment Effect in a High-Dimensional Model
+Normal rank
@@ Property / cites work @@
+Calibrating nonconvex penalized regression in ultra-high dimension
+Normal rank
@@ Property / cites work @@
+Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
+Normal rank
@@ Property / cites work @@
+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
+Normal rank
@@ Property / cites work @@
+Estimation and inference for the indirect effect in high-dimensional linear mediation models
+Normal rank
@@ Property / cites work @@
+One-step sparse estimates in nonconcave penalized likelihood models
+Normal rank