Nonparametric instrument model averaging
From MaRDI portal
Publication:6091915
DOI10.1080/10485252.2023.2215339OpenAlexW4377225249MaRDI QIDQ6091915
Unnamed Author, Jianan Chen, Binyan Jiang
Publication date: 21 November 2023
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://figshare.com/articles/journal_contribution/Nonparametric_instrument_model_averaging/23066187
endogeneityinstrumental variablenonparametric regressionpenalty functionmodel averagingtwo-stage least squares
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Testing Endogeneity with High Dimensional Covariates
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Information in generalized method of moments estimation and entropy-based moment selection
- How strong is strong enough? Strengthening instruments through matching and weak instrument tests
- A flexible semiparametric forecasting model for time series
- Bayesian model averaging in the instrumental variable regression model
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Linear instrumental variables model averaging estimation
- Asymptotic efficiency in estimation with conditional moment restrictions
- Stronger instruments via integer programming in an observational study of late preterm birth outcomes
- Semiparametric model averaging prediction for dichotomous response
- Endogeneity in high dimensions
- Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
- War and Wages
- SparseNet: Coordinate Descent With Nonconvex Penalties
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A Consistent Method for the Selection of Relevant Instruments
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Choosing the Number of Instruments
- FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING*
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Semiparametric model average prediction in panel data analysis
- Building a Stronger Instrument in an Observational Study of Perinatal Care for Premature Infants
- Regularization Methods for High-Dimensional Instrumental Variables Regression With an Application to Genetical Genomics
- Mendelian randomization as an instrumental variable approach to causal inference
- Least Squares Model Averaging
- AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories
This page was built for publication: Nonparametric instrument model averaging
