Pages that link to "Item:Q2859539"

The following pages link to Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain (Q2859539):

Displaying 50 items.

• High dimensional semiparametric moment restriction models (Q2682952) (← links)
• The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters (Q2684684) (← links)
• High-dimensional VARs with common factors (Q2688656) (← links)
• AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
• SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
• SHRINKAGE EFFICIENCY BOUNDS (Q3450349) (← links)
• (Q4558138) (← links)
• ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318) (← links)
• Using Machine Learning Methods to Support Causal Inference in Econometrics (Q5015913) (← links)
• Survey-Based Forecasting: To Average or Not to Average (Q5015918) (← links)
• Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (Q5034246) (← links)
• Regularized projection score estimation of treatment effects in high-dimensional quantile regression (Q5037812) (← links)
• Conditional sparse boosting for high-dimensional instrumental variable estimation (Q5040523) (← links)
• Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
• Adaptive <i>k</i>-class estimation in high-dimensional linear models (Q5086364) (← links)
• Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models (Q5231503) (← links)
• On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments (Q5242480) (← links)
• UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS (Q5378498) (← links)
• THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS (Q5384842) (← links)
• Oracle Inequalities for Convex Loss Functions with Nonlinear Targets (Q5864505) (← links)
• Estimation of Sparse Structural Parameters with Many Endogenous Variables (Q5864514) (← links)
• Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
• Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables (Q6059396) (← links)
• Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence (Q6067223) (← links)
• POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA (Q6098442) (← links)
• Testing stochastic dominance with many conditioning variables (Q6108264) (← links)
• Optimal discriminant analysis in high-dimensional latent factor models (Q6136589) (← links)
• A conditional linear combination test with many weak instruments (Q6152636) (← links)
• Forward-selected panel data approach for program evaluation (Q6163247) (← links)
• Estimation and inference of treatment effects with \(L_2\)-boosting in high-dimensional settings (Q6163259) (← links)
• Neighborhood-based cross fitting approach to treatment effects with high-dimensional data (Q6170545) (← links)
• A dynamic screening algorithm for hierarchical binary marketing data (Q6179130) (← links)
• Locally Robust Semiparametric Estimation (Q6181688) (← links)
• Estimating causal effects with hidden confounding using instrumental variables and environments (Q6184891) (← links)
• Instrumental variable estimation with first-stage heterogeneity (Q6199657) (← links)
• Empirical strategies in economics: illuminating the path from cause to effect (Q6536491) (← links)
• Regularized estimation of dynamic panel models (Q6542446) (← links)
• The interpretation of 2SLS with a continuous instrument: a weighted LATE representation (Q6549834) (← links)
• Deep partial least squares for instrumental variable regression (Q6581539) (← links)
• On LASSO for high dimensional predictive regression (Q6600010) (← links)
• Text Selection (Q6617806) (← links)
• Inference in Additively Separable Models With a High-Dimensional Set of Conditioning Variables (Q6617817) (← links)
• Instrument Validity Tests With Causal Forests (Q6620888) (← links)
• Structural Equation Model Averaging: Methodology and Application (Q6620905) (← links)
• Machine Learning Time Series Regressions With an Application to Nowcasting (Q6620932) (← links)
• Transformation Models in High Dimensions (Q6620937) (← links)
• High-Dimensional Mixed-Frequency IV Regression (Q6620967) (← links)
• Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection (Q6623159) (← links)
• Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective (Q6623189) (← links)
• A Ridge-Regularized Jackknifed Anderson-Rubin Test (Q6626275) (← links)