The following pages link to Endogeneity in high dimensions (Q2510821):
Displaying 35 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
- Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
- Are discoveries spurious? Distributions of maximum spurious correlations and their applications (Q1650067) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- High-dimensional linear models with many endogenous variables (Q2116354) (← links)
- Regularization statistical inferences for partially linear models with high dimensional endogenous covariates (Q2131977) (← links)
- Doubly debiased Lasso: high-dimensional inference under hidden confounding (Q2148976) (← links)
- Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
- Ill-posed estimation in high-dimensional models with instrumental variables (Q2227078) (← links)
- Regularization methods for high-dimensional sparse control function models (Q2301081) (← links)
- Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects (Q2316730) (← links)
- Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates (Q2317398) (← links)
- High dimensional generalized empirical likelihood for moment restrictions with dependent data (Q2343775) (← links)
- High dimensional semiparametric moment restriction models (Q2682952) (← links)
- SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION (Q2981827) (← links)
- Consistent Fixed-Effects Selection in Ultra-high dimensional Linear Mixed Models with Error-Covariate Endogeneity (Q5037804) (← links)
- Conditional sparse boosting for high-dimensional instrumental variable estimation (Q5040523) (← links)
- Hypothesis Testing in High-Dimensional Instrumental Variables Regression With an Application to Genomics Data (Q5067438) (← links)
- Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates (Q5079836) (← links)
- A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data (Q5083950) (← links)
- Instrumental variable based variable selection for generalized linear models with endogenous covariates (Q5085981) (← links)
- Estimation of Sparse Structural Parameters with Many Endogenous Variables (Q5864514) (← links)
- Integrating Multisource Block-Wise Missing Data in Model Selection (Q5881971) (← links)
- Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables (Q6059396) (← links)
- Local polynomial estimation of nonparametric general estimating equations (Q6165360) (← links)
- A two-stage bridge estimator for regression models with endogeneity based on control function method (Q6567450) (← links)
- A Projective Approach to Conditional Independence Test for Dependent Processes (Q6620861) (← links)
- Structural Equation Model Averaging: Methodology and Application (Q6620905) (← links)
- Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection (Q6623159) (← links)
- Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective (Q6623189) (← links)
- Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model (Q6626344) (← links)
- Environment invariant linear least squares (Q6656619) (← links)
- Estimation and testing of kink regression model with endogenous regressors (Q6661257) (← links)
