Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”

DOI10.1080/07350015.2019.1575743zbMath1548.62557MaRDI QIDQ6634855

Giuseppe de~Luca, Franco Peracchi, Jan R. Magnus

Publication date: 8 November 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Unnamed Item
• On various confidence intervals post-model-selection
• Valid post-selection inference
• A weight-relaxed model averaging approach for high-dimensional generalized linear models
• Partial identification of probability distributions.
• A Remark on Hausman's Specification Test
• Extending the Classical Normal Errors-in-Variables Model
• The Use of Proxy Variables when One or Two Independent Variables are Measured with Error
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Unobservable Selection and Coefficient Stability: Theory and Evidence
• Poorly Measured Confounders are More Useful on the Left than on the Right

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