Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 50 results in range #101 to #150.

Over-identified doubly robust identification and estimation: Label: en
Identification-robust nonparametric inference in a linear IV model: Label: en
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations: Label: en
Multiple treatments with strategic substitutes: Label: en
Estimation and inference of treatment effects with \(L_2\)-boosting in high-dimensional settings: Label: en
Synthetic learner: model-free inference on treatments over time: Label: en
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments: Label: en
Probabilistic prediction for binary treatment choice: with focus on personalized medicine: Label: en
Treatment recommendation with distributional targets: Label: en
Identification and estimation of triangular models with a binary treatment: Label: en
Identifying marginal treatment effects in the presence of sample selection: Label: en
Partially identifying competing risks models: an application to the war on cancer: Label: en
Forward-selected panel data approach for program evaluation: Label: en
Identifying treatment effects in the presence of confounded types: Label: en
Estimation of treatment effects under endogenous heteroskedasticity: Label: en
Estimation and inference for policy relevant treatment effects: Label: en
Isotonic regression discontinuity designs: Label: en
An autocovariance-based learning framework for high-dimensional functional time series: Label: en
A post-screening diagnostic study for ultrahigh dimensional data: Label: en
A latent class Cox model for heterogeneous time-to-event data: Label: en
Time-varying minimum variance portfolio: Label: en
A generalized knockoff procedure for FDR control in structural change detection: Label: en
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data: Label: en
A multi-kink quantile regression model with common structure for panel data analysis: Label: en
Sparse generalized Yule-Walker estimation for large spatio-temporal autoregressions with an application to NO\(_2\) satellite data: Label: en
On model selection criteria for climate change impact studies: Label: en
Reprint: Hypothesis testing on high dimensional quantile regression: Label: en
Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic: Label: en
Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective: Label: en
Data science in economics and finance: introduction: Label: en
Dynamic modeling for multivariate functional and longitudinal data: Label: en
Bipartite network influence analysis of a two-mode network: Label: en
Inference on the best policies with many covariates: Label: en
Retire: robust expectile regression in high dimensions: Label: en
Power enhancement for testing multi-factor asset pricing models via Fisher's method: Label: en
Realized regression with asynchronous and noisy high frequency and high dimensional data: Label: en
Inferential theory for generalized dynamic factor models: Label: en
High frequency market making: the role of speed: Label: en
Stock co-jump networks: Label: en
The nonparametric Box-Cox model for high-dimensional regression analysis: Label: en
Spherical autoregressive models, with application to distributional and compositional time series: Label: en
Robustifying Markowitz: Label: en
Mining the factor zoo: estimation of latent factor models with sufficient proxies: Label: en
Binary choice with misclassification and social interactions, with an application to peer effects in attitude: Label: en
Local linearization based subvector inference in moment inequality models: Label: en
Simultaneously incomplete and incoherent (SII) dynamic LDV models: with an application to financing constraints and firms' decision to innovate: Label: en
High-dimensional low-rank tensor autoregressive time series modeling: Label: en
Hypothesis testing on high dimensional quantile regression: Label: en
Systematic staleness: Label: en
Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach: Label: en