2024.11.21

Zhong, W., Gao, Y., 周玮, & Fan, Q. (2021). Endogenous treatment effect estimation using high-dimensional instruments and double selection. Statistics & Probability Letters, 169, 108967.

We propose a double selection instrumental variable estimator for the endogenous treat- ment effects using both high-dimensional control variables and instrumental variables. It deals with the endogeneity of the treatment variable and reduces omitted variable bias due to imperfect model selection.

Endogenous treatment effect estimation using high dimensional instruments and double selection, Statistic.pdf下载

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常晋源, 何婧, Kang, J., & 吴明聪 (2024). Statistical inferences for complex dependence of multimodal imaging data. Journal of the American Statistical Association, 119, 1486-1499.

2024.11.24

常晋源, 胡桥, Liu, C., & Tang, C. Y. (2024). Optimal covariance matrix estimation for high-dimensional noise in high-frequency data. Journal of Econometrics, 239, 105329.

2024.11.24

常晋源, Fang, Q., Qiao, X., & Yao, Q. (2024+). On the modeling and prediction of high-dimensional functional time series. Journal of the American Statistical Association, in press.

2024.11.24

刘史毓, Shi, W., Lv, S., Zhang, Y., Wang, H., & Xu, Z. (2024). Meta-learning via PAC-Bayesian with data-dependent prior: generalization bounds from local entropy. International Joint Conferences on Artificial Intelligence (IJCAI).

2024.11.24

常晋源, Yao, Q., & Zhou, W. (2017). Testing for high-dimensional white noise using maximum cross-correlations. Biometrika, 104, 111-127.

2024.11.17

常晋源, Guo, J., & Tang, C. Y. (2018). Peter Hall’s contribution to empirical likelihood. Statistica Sinica, 28, 2375-2387.

2024.11.18

常晋源团队

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Zhong, W., Gao, Y., 周玮, & Fan, Q. (2021). Endogenous treatment effect estimation using high-dimensional instruments and double selection. Statistics & Probability Letters, 169, 108967.

搜索

热门推荐

常晋源, 何婧, Kang, J., & 吴明聪 (2024). Statistical inferences for complex dependence of multimodal imaging data. Journal of the American Statistical Association, 119, 1486-1499.

常晋源, 胡桥, Liu, C., & Tang, C. Y. (2024). Optimal covariance matrix estimation for high-dimensional noise in high-frequency data. Journal of Econometrics, 239, 105329.

常晋源, Fang, Q., Qiao, X., & Yao, Q. (2024+). On the modeling and prediction of high-dimensional functional time series. Journal of the American Statistical Association, in press.

刘史毓, Shi, W., Lv, S., Zhang, Y., Wang, H., & Xu, Z. (2024). Meta-learning via PAC-Bayesian with data-dependent prior: generalization bounds from local entropy. International Joint Conferences on Artificial Intelligence (IJCAI).

常晋源, Yao, Q., & Zhou, W. (2017). Testing for high-dimensional white noise using maximum cross-correlations. Biometrika, 104, 111-127.

常晋源, Guo, J., & Tang, C. Y. (2018). Peter Hall’s contribution to empirical likelihood. Statistica Sinica, 28, 2375-2387.

返回

Zhong, W., Gao, Y., 周玮, & Fan, Q. (2021). Endogenous treatment effect estimation using high-dimensional instruments and double selection. Statistics & Probability Letters, 169, 108967.

搜索

热门推荐

常晋源, 何婧, Kang, J., & 吴明聪 (2024). Statistical inferences for complex dependence of multimodal imaging data. Journal of the American Statistical Association, 119, 1486-1499.

常晋源, 胡桥, Liu, C., & Tang, C. Y. (2024). Optimal covariance matrix estimation for high-dimensional noise in high-frequency data. Journal of Econometrics, 239, 105329.

常晋源, Fang, Q., Qiao, X., & Yao, Q. (2024+). On the modeling and prediction of high-dimensional functional time series. Journal of the American Statistical Association, in press.

刘史毓, Shi, W., Lv, S., Zhang, Y., Wang, H., & Xu, Z. (2024). Meta-learning via PAC-Bayesian with data-dependent prior: generalization bounds from local entropy. International Joint Conferences on Artificial Intelligence (IJCAI).

常晋源, Yao, Q., & Zhou, W. (2017). Testing for high-dimensional white noise using maximum cross-correlations. Biometrika, 104, 111-127.

常晋源, Guo, J., & Tang, C. Y. (2018). Peter Hall’s contribution to empirical likelihood. Statistica Sinica, 28, 2375-2387.

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