Communication‐efficient estimation and inference for high‐dimensional quantile regression based on smoothed decorrelated score
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DOI: 10.1002/sim.9555
Abstract: Distributed estimation based on different sources of observations has drawn attention in the modern statistical learning. In practice, due to the expensive cost or time‐consuming process to collect data in some cases, the sample size… read more here.
Keywords: communication efficient; high dimensional; estimation inference; estimation ... See more keywords
Estimation and inference in spatial models with dominant units
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DOI: 10.1016/j.jeconom.2020.04.045
Abstract: Abstract In spatial econometrics literature estimation and inference are carried out assuming that the matrix of spatial or network connections has uniformly bounded absolute column sums in the number of units, n , in the… read more here.
Keywords: dominant units; estimation inference; inference spatial; spatial models ... See more keywords
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
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DOI: 10.1016/j.jeconom.2020.12.009
Abstract: Abstract Donald and Hsu (2014) studied the estimation and inference for the counterfactual distribution and quantile functions in a binary treatment model. We extend their work to the continuous treatment model. Specifically, we propose a… read more here.
Keywords: counterfactual distribution; treatment; estimation inference; quantile ... See more keywords
Estimation and Inference for Linear Models with Two-Way Fixed Effects and Sparsely Matched Data
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DOI: 10.1162/rest_a_00807
Abstract: Abstract Models with multiway fixed effects are frequently used to address selection on unobservables. The data used for estimating these models often contain few observations per value of either indexing variable (sparsely matched data). I… read more here.
Keywords: sparsely matched; inference linear; estimation inference; fixed effects ... See more keywords