Similar Search Results

Model comparisons in unstable environments

Giacomini, Raffaella; Rossi, Barbara - 2012

The goal of this paper is to develop formal tests to evaluate the relative in-sample performance of two competing, misspecified non-nested models in the presence of possible data instability. Compared to previous approaches to model selection, which are based on measures of global performance,...

Persistent link: https://www.econbiz.de/10009554364

Double machine learning for treatment and causal parameters

Chernozhukov, Victor; Chetverikov, Denis; Demirer, Mert; … - 2016

leading cases of estimation and inference on the main parameter in a partially linear regression model and estimation and …

Persistent link: https://www.econbiz.de/10011538313

Estimation with many instrumental variables

Hansen, Christian Bailey (contributor); … - 2006 - Rev.

Persistent link: https://www.econbiz.de/10003375927

Quantile models with endogeneity

Chernozhukov, Victor; Hansen, Christian Bailey - 2013

economically motivated examples. We also briefly review the literature on estimation and inference. …

Persistent link: https://www.econbiz.de/10009747939

Valid post-selection and post-regularization inference : an elementary, general approach

Chernozhukov, Victor; Hansen, Christian Bailey; … - 2016

based on testing or point estimation methods will be regular despite selection or regularization biases occurring in … estimation of the high-dimensional nuisance parameter. The results may be applied to establish uniform validity of post … "immunized" estimating equations that are locally insensitive to small mistakes in estimation of the high-dimensional nuisance …

Persistent link: https://www.econbiz.de/10011524714