Instrumental variable model average with applications in nonlinear causal inference
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Cites work
- A model-averaging approach for high-dimensional regression
- Adaptive GMM shrinkage estimation with consistent moment selection
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
- Asymptotic properties of sufficient dimension reduction with a diverging number of predictors
- Choosing instrumental variables in conditional moment restriction models
- Choosing the Number of Instruments
- Consistent Estimation with a Large Number of Weak Instruments
- Corrected Mallows criterion for model averaging
- Dimension Reduction for the Conditionalkth Moment in Regression
- Dimension reduction for nonelliptically distributed predictors
- Frequentist Model Average Estimators
- Hahn-Hausman test as a specification test
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- Jackknife model averaging
- LASSO-TYPE GMM ESTIMATOR
- Least Squares Model Averaging
- Model averaging assisted sufficient dimension reduction
- Model averaging based on Kullback-Leibler distance
- Nonlinear and Nonparametric Regression and Instrumental Variables
- On Directional Regression for Dimension Reduction
- On the use of the Lasso for instrumental variables estimation with some invalid instruments
- Optimal weight choice for frequentist model average estimators
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments
- Sliced Inverse Regression for Dimension Reduction
- Sliced Inverse Regression with Regularizations
- Sparse sliced inverse regression via Lasso
- The Adaptive Lasso and Its Oracle Properties
- The many weak instruments problem and Mendelian randomization
- Using multiple genetic variants as instrumental variables for modifiable risk factors
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