Pages that link to "Item:Q2859539"
From MaRDI portal
The following pages link to Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain (Q2859539):
Displaying 50 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- Lasso Inference for High-Dimensional Time Series (Q95760) (← links)
- Distribution-Free Predictive Inference For Regression (Q112972) (← links)
- Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements (Q115461) (← links)
- Orthogonal one step greedy procedure for heteroscedastic linear models (Q254223) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Testing a single regression coefficient in high dimensional linear models (Q311657) (← links)
- Efficient estimation for longitudinal data by combining large-dimensional moment conditions (Q491394) (← links)
- High-dimensional inference in misspecified linear models (Q491406) (← links)
- Oracle inequalities for high dimensional vector autoregressions (Q494169) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- Robust inference on average treatment effects with possibly more covariates than observations (Q496134) (← links)
- Penalized least squares estimation with weakly dependent data (Q525888) (← links)
- Generalized random forests (Q666599) (← links)
- Endogenous treatment effect estimation using high-dimensional instruments and double selection (Q826717) (← 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)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- The analysis of multivariate longitudinal data using multivariate marginal models (Q900834) (← links)
- Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments (Q1652952) (← links)
- A branch-and-bound algorithm for instrumental variable quantile regression (Q1697970) (← links)
- Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso (Q1706454) (← links)
- Instrumental variable analysis with censored data in the presence of many weak instruments: application to the effect of being sentenced to prison on time to employment (Q1728677) (← links)
- Minimum distance approach to inference with many instruments (Q1745618) (← links)
- Local M-estimation with discontinuous criterion for dependent and limited observations (Q1747741) (← links)
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
- Variable selection for structural equation with endogeneity (Q1794305) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- The illusion of the illusion of sparsity: an exercise in prior sensitivity (Q2077428) (← links)
- Combining data envelopment analysis and stochastic frontiers via a LASSO prior (Q2079426) (← links)
- High-dimensional linear models with many endogenous variables (Q2116354) (← links)
- Post-model-selection inference in linear regression models: an integrated review (Q2137823) (← links)
- Adaptive Huber regression on Markov-dependent data (Q2145801) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- Bayesian factor-adjusted sparse regression (Q2155305) (← links)
- Inference for high-dimensional instrumental variables regression (Q2190211) (← links)
- Ill-posed estimation in high-dimensional models with instrumental variables (Q2227078) (← links)
- Pivotal estimation via square-root lasso in nonparametric regression (Q2249850) (← links)
- Robust estimation with many instruments (Q2294456) (← links)
- Variable selection with spatially autoregressive errors: a generalized moments Lasso estimator (Q2297950) (← links)
- Regularization methods for high-dimensional sparse control function models (Q2301081) (← links)
- Generalized high-dimensional trace regression via nuclear norm regularization (Q2323374) (← links)
- Non-separable models with high-dimensional data (Q2330742) (← links)
- Consistent estimation of linear panel data models with measurement error (Q2399531) (← links)
- Endogeneity in high dimensions (Q2510821) (← links)
- Instrumental variables estimation with many weak instruments using regularized JIVE (Q2511799) (← links)
