Feature screening in high dimensional regression with endogenous covariates
Year of publication: |
2022
|
---|---|
Authors: | Hu, Qinqin ; Lin, Lu |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 60.2022, 3, p. 949-969
|
Subject: | Consistency | Endogeneity | Feature screening | Instrumental variables | Regressionsanalyse | Regression analysis | IV-Schätzung | Schätztheorie | Estimation theory | Signalling |
-
Inference in near singular regression
Phillips, Peter C. B., (2015)
-
Identification and estimation in a correlated random coefficients binary response model
Hoderlein, Stefan, (2012)
-
Handling endogenous regressors by joint estimation using copulas
Park, Sungho, (2012)
- More ...
-
The dual and degrees of freedom of linearly constrained generalized lasso
Hu, Qinqin, (2015)
-
Nonparametric Variable Selection and Its Application to Additive Models
Feng, Zheng-Hui, (2018)
-
Holding periods, illiquidity, and disposition effect in the Chinese stock markets
Visaltanachoti, Nuttawat, (2005)
- More ...