Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic (Q6163274): Difference between revisions

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scientific article; zbMATH DE number 7693702

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English	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 7693702

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instance of

scholarly article

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title

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

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Journal of Econometrics

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publication date

9 June 2023

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full work available at URL

https://arxiv.org/abs/2108.12329

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https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759674

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zbMATH Keywords

mediation analysis

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penalized least squares

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sparsity

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Wald test

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MaRDI profile type

MaRDI publication profile

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cites work

Program Evaluation and Causal Inference With High-Dimensional Data

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Inference on Treatment Effects after Selection among High-Dimensional Controls

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Two-Step Estimation and Inference with Possibly Many Included Covariates

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Inference in Linear Regression Models with Many Covariates and Heteroscedasticity

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

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

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

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Common risk factors in the returns on stocks and bonds

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RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Statistical Foundations of Data Science

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Nonconcave Penalized Likelihood With NP-Dimensionality

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IPAD: Stable Interpretable Forecasting with Knockoffs Inference

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

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

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

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

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

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Linear hypothesis testing for high dimensional generalized linear models

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Debiased Inference on Treatment Effect in a High-Dimensional Model

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Calibrating nonconvex penalized regression in ultra-high dimension

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Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension

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Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models

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

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One-step sparse estimates in nonconcave penalized likelihood models

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Identifiers

arXiv ID

2108.12329

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DOI

10.1016/j.jeconom.2022.03.001

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6163274

@@ 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