A two-stage bridge estimator for regression models with endogeneity based on control function method
From MaRDI portal
Publication:6567450
DOI10.1007/S00180-023-01379-9MaRDI QIDQ6567450FDOQ6567450
Authors: Fatemeh Bahador, Ayyub Sheikhi, Alireza Arabpour
Publication date: 5 July 2024
Published in: Computational Statistics (Search for Journal in Brave)
Cites Work
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- Improvements on Cross-Validation: The .632+ Bootstrap Method
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Asymptotics for Lasso-type estimators.
- Least squares after model selection in high-dimensional sparse models
- Endogeneity in high dimensions
- Variable selection using MM algorithms
- Alternative Tests of Independence between Stochastic Regressors and Disturbances
- Specification Tests in Econometrics
- Errors in Variables
- Origins of the limited information maximum likelihood and two-stage least squares estimators
- A Statistical View of Some Chemometrics Regression Tools
- Mendelian randomization as an instrumental variable approach to causal inference
- Title not available (Why is that?)
- Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression
- Post selection shrinkage estimation for high-dimensional data analysis
- Regularization methods for high-dimensional instrumental variables regression with an application to genetical genomics
- On a generalization of the test of endogeneity in a two stage least squares estimation
- Improved ridge estimators in a linear regression model
- Regularization methods for high-dimensional sparse control function models
- Shrinkage Estimation Strategies in Generalised Ridge Regression Models: Low/High‐Dimension Regime
This page was built for publication: A two-stage bridge estimator for regression models with endogeneity based on control function method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567450)