Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
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Publication:6163274
DOI10.1016/j.jeconom.2022.03.001arXiv2108.12329OpenAlexW3198165868MaRDI QIDQ6163274
Mudong Zeng, Jingyuan Liu, Run-Ze Li, Xu Guo
Publication date: 9 June 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.12329
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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