Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
From MaRDI portal
Publication:6150537
DOI10.1016/j.jeconom.2023.105650MaRDI QIDQ6150537
Xu Guo, Jingyuan Liu, Run-Ze Li, Mudong Zeng
Publication date: 6 March 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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