Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
DOI10.1016/J.JECONOM.2020.04.031zbMATH Open1464.62317OpenAlexW3026544721MaRDI QIDQ2227062FDOQ2227062
Victoria Zinde-Walsh, John W. Galbraith
Publication date: 9 February 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.04.031
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Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)
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Cited In (3)
- Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
- Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
- Editors' introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality
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