Similar Search Results

One-step oracle procedure for semi-parametric spatial autoregressive model and its empirical application to Boston housing price data

Lu, Fang; Yang, Jing; Lu, Xuewen - In: Empirical economics : a quarterly journal of the … 62 (2022) 6, pp. 2645-2671

Persistent link: https://www.econbiz.de/10013197401

Asymptotic properties of a spatial autoregressive stochastic frontier model

Jin, Fei; Lee, Lung-fei - 2020

Persistent link: https://www.econbiz.de/10012249706

Asymptotic properties of the maximum likelihood estimator in regime-switching models with time-varying transition probabilities

Li, Chaojun; Liu, Yan - In: The econometrics journal 26 (2023) 1, pp. 67-87

Persistent link: https://www.econbiz.de/10013543277

Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time

Li, Bogui; Chen, Hao - In: Finance research letters 59 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014445336

High dimensional minimum variance portfolio estimation under statistical factor models

Ding, Yi; Li, Yingying; Zheng, Xinghua - In: Journal of econometrics 222 (2021) 1,2, pp. 502-515

Persistent link: https://www.econbiz.de/10012619723

High-dimensional minimum variance portfolio estimation based on high-frequency data

Cai, T. Tony; Hu, Jianchang; Li, Yingying; Zheng, Xinghua - In: Journal of econometrics 214 (2020) 2, pp. 482-494

Persistent link: https://www.econbiz.de/10012439068

Non-separable models with high-dimensional data

Su, Liangjun; Ura, Takuya; Zhang, Yichong - In: Journal of econometrics 212 (2019) 2, pp. 646-677

Persistent link: https://www.econbiz.de/10012304129

Double debiased machine learning nonparametric inference with continuous treatments

Colangelo, Kyle; Lee, Ying-Ying - 2019

We propose a nonparametric inference method for causal effects of continuous treatment variables, under unconfoundedness and in the presence of high-dimensional or nonparametric nuisance parameters. Our simple kernel-based double debiased machine learning (DML) estimators for the average...

Persistent link: https://www.econbiz.de/10012111514

Double debiased machine learning nonparametric inference with continuous treatments

Colangelo, Kyle; Lee, Ying-Ying - 2019

Persistent link: https://www.econbiz.de/10012137890

Maximum likelihood estimation and inference for high dimensional nonlinear factor models

Wang, Fa - 2017

Persistent link: https://www.econbiz.de/10013369930