Chang, Jinyuan; Shi, Zhentao; Zhang, Jia Culling the herd of moments with penalized empirical likelihood. (English) Zbl 07813775 J. Bus. Econ. Stat. 41, No. 3, 791-805 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{J. Chang} et al., J. Bus. Econ. Stat. 41, No. 3, 791--805 (2023; Zbl 07813775) Full Text: DOI arXiv
Wang, Jingli; Li, Jialiang Multi-threshold structural equation model. (English) Zbl 07813289 J. Bus. Econ. Stat. 41, No. 2, 377-387 (2023). MSC: 62P20 PDFBibTeX XMLCite \textit{J. Wang} and \textit{J. Li}, J. Bus. Econ. Stat. 41, No. 2, 377--387 (2023; Zbl 07813289) Full Text: DOI
Zhao, Peixin; Wang, Junqi; Tang, Xinrong; Yang, Weiming Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables. (English) Zbl 07792930 Commun. Stat., Simulation Comput. 52, No. 10, 4636-4653 (2023). MSC: 62G05 62G20 62G30 PDFBibTeX XMLCite \textit{P. Zhao} et al., Commun. Stat., Simulation Comput. 52, No. 10, 4636--4653 (2023; Zbl 07792930) Full Text: DOI
Chen, Jianan; Jiang, Binyan; Li, Jialiang Nonparametric instrument model averaging. (English) Zbl 07768742 J. Nonparametric Stat. 35, No. 4, 905-926 (2023). MSC: 62J05 62G20 62G08 PDFBibTeX XMLCite \textit{J. Chen} et al., J. Nonparametric Stat. 35, No. 4, 905--926 (2023; Zbl 07768742) Full Text: DOI
Bravo, Francesco Local polynomial estimation of nonparametric general estimating equations. (English) Zbl 1524.62142 Stat. Probab. Lett. 197, Article ID 109805, 8 p. (2023). MSC: 62G05 62M10 62G07 62G20 PDFBibTeX XMLCite \textit{F. Bravo}, Stat. Probab. Lett. 197, Article ID 109805, 8 p. (2023; Zbl 1524.62142) Full Text: DOI
Dong, Chaohua; Gao, Jiti; Linton, Oliver High dimensional semiparametric moment restriction models. (English) Zbl 07648716 J. Econom. 232, No. 2, 320-345 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{C. Dong} et al., J. Econom. 232, No. 2, 320--345 (2023; Zbl 07648716) Full Text: DOI
Zhong, Wei; Zhou, Wei; Fan, Qingliang; Gao, Yang Dummy endogenous treatment effect estimation using high-dimensional instrumental variables. (English. French summary) Zbl 07759486 Can. J. Stat. 50, No. 3, 795-819 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{W. Zhong} et al., Can. J. Stat. 50, No. 3, 795--819 (2022; Zbl 07759486) Full Text: DOI
Yue, Mu; Li, Jialiang; Sun, Baoluo Conditional sparse boosting for high-dimensional instrumental variable estimation. (English) Zbl 07602433 J. Stat. Comput. Simulation 92, No. 15, 3087-3108 (2022). MSC: 62G08 62J05 PDFBibTeX XMLCite \textit{M. Yue} et al., J. Stat. Comput. Simulation 92, No. 15, 3087--3108 (2022; Zbl 07602433) Full Text: DOI
Guo, Zijian; Ćevid, Domagoj; Bühlmann, Peter Doubly debiased Lasso: high-dimensional inference under hidden confounding. (English) Zbl 07547932 Ann. Stat. 50, No. 3, 1320-1347 (2022). MSC: 62E20 62F12 62J07 PDFBibTeX XMLCite \textit{Z. Guo} et al., Ann. Stat. 50, No. 3, 1320--1347 (2022; Zbl 07547932) Full Text: DOI arXiv
Tang, Xinrong; Zhao, Peixin; Yang, Yiping; Yang, Weiming Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates. (English) Zbl 07533588 Commun. Stat., Theory Methods 51, No. 4, 953-973 (2022). MSC: 62G08 62G20 62G30 62-XX PDFBibTeX XMLCite \textit{X. Tang} et al., Commun. Stat., Theory Methods 51, No. 4, 953--973 (2022; Zbl 07533588) Full Text: DOI
Lu, Jiarui; Li, Hongzhe Hypothesis testing in high-dimensional instrumental variables regression with an application to genomics data. (English) Zbl 1483.62180 Stat. Sin. 32, Spec. Iss. I, 613-633 (2022). MSC: 62P10 62H15 62J05 62J15 92D20 PDFBibTeX XMLCite \textit{J. Lu} and \textit{H. Li}, Stat. Sin. 32, 613--633 (2022; Zbl 1483.62180) Full Text: DOI arXiv
Belloni, Alexandre; Hansen, Christian; Newey, Whitney High-dimensional linear models with many endogenous variables. (English) Zbl 07491174 J. Econom. 228, No. 1, 4-26 (2022). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{A. Belloni} et al., J. Econom. 228, No. 1, 4--26 (2022; Zbl 07491174) Full Text: DOI
Xue, Fei; Qu, Annie Integrating multisource block-wise missing data in model selection. (English) Zbl 1506.62242 J. Am. Stat. Assoc. 116, No. 536, 1914-1927 (2021). MSC: 62D10 PDFBibTeX XMLCite \textit{F. Xue} and \textit{A. Qu}, J. Am. Stat. Assoc. 116, No. 536, 1914--1927 (2021; Zbl 1506.62242) Full Text: DOI arXiv
Liu, Changqing; Zhao, Peixin; Yang, Yiping Regularization statistical inferences for partially linear models with high dimensional endogenous covariates. (English) Zbl 1484.62040 J. Korean Stat. Soc. 50, No. 1, 163-184 (2021). MSC: 62G05 62G20 PDFBibTeX XMLCite \textit{C. Liu} et al., J. Korean Stat. Soc. 50, No. 1, 163--184 (2021; Zbl 1484.62040) Full Text: DOI
Ghosh, Abhik; Thoresen, Magne Consistent fixed-effects selection in ultrahigh-dimensional linear mixed models with error-covariate endogeneity. (English) Zbl 1524.62321 Stat. Sin. 31, No. 4, 2073-2102 (2021). MSC: 62J05 62H12 62F12 PDFBibTeX XMLCite \textit{A. Ghosh} and \textit{M. Thoresen}, Stat. Sin. 31, No. 4, 2073--2102 (2021; Zbl 1524.62321) Full Text: DOI arXiv
Zhao, Peixin; Zhou, Xiaoshuang; Wang, Xiuli; Huang, Xingshou A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data. (English) Zbl 1489.62106 Commun. Stat., Simulation Comput. 49, No. 12, 3328-3344 (2020). MSC: 62G05 62G08 62G20 PDFBibTeX XMLCite \textit{P. Zhao} et al., Commun. Stat., Simulation Comput. 49, No. 12, 3328--3344 (2020; Zbl 1489.62106) Full Text: DOI
Breunig, Christoph; Mammen, Enno; Simoni, Anna Ill-posed estimation in high-dimensional models with instrumental variables. (English) Zbl 1464.62346 J. Econom. 219, No. 1, 171-200 (2020). MSC: 62J07 62G05 62E20 62P20 PDFBibTeX XMLCite \textit{C. Breunig} et al., J. Econom. 219, No. 1, 171--200 (2020; Zbl 1464.62346) Full Text: DOI arXiv
Gold, David; Lederer, Johannes; Tao, Jing Inference for high-dimensional instrumental variables regression. (English) Zbl 1456.62149 J. Econom. 217, No. 1, 79-111 (2020). MSC: 62J07 62J05 62H12 62F12 62P20 PDFBibTeX XMLCite \textit{D. Gold} et al., J. Econom. 217, No. 1, 79--111 (2020; Zbl 1456.62149) Full Text: DOI arXiv Link
Xu, Xinyi; Li, Xiangjie; Zhang, Jingxiao Regularization methods for high-dimensional sparse control function models. (English) Zbl 1437.62282 J. Stat. Plann. Inference 206, 111-126 (2020). MSC: 62J07 62J05 62G08 62H12 PDFBibTeX XMLCite \textit{X. Xu} et al., J. Stat. Plann. Inference 206, 111--126 (2020; Zbl 1437.62282) Full Text: DOI
Huang, Jiting; Zhao, Peixin Instrumental variable based variable selection for generalized linear models with endogenous covariates. (English) Zbl 07551092 Commun. Stat., Simulation Comput. 48, No. 6, 1891-1900 (2019). MSC: 62G05 62G20 62G30 PDFBibTeX XMLCite \textit{J. Huang} and \textit{P. Zhao}, Commun. Stat., Simulation Comput. 48, No. 6, 1891--1900 (2019; Zbl 07551092) Full Text: DOI
Huang, Jiting; Zhao, Peixin; Huang, Xingshou Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates. (English) Zbl 1422.62126 J. Appl. Math. Comput. 59, No. 1-2, 163-178 (2019). MSC: 62G05 62G20 62G30 62J02 PDFBibTeX XMLCite \textit{J. Huang} et al., J. Appl. Math. Comput. 59, No. 1--2, 163--178 (2019; Zbl 1422.62126) Full Text: DOI
Ghosh, Abhik; Thoresen, Magne Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects. (English) Zbl 1421.62087 AStA, Adv. Stat. Anal. 102, No. 2, 179-210 (2018). MSC: 62J05 62P10 62H12 PDFBibTeX XMLCite \textit{A. Ghosh} and \textit{M. Thoresen}, AStA, Adv. Stat. Anal. 102, No. 2, 179--210 (2018; Zbl 1421.62087) Full Text: DOI arXiv
Guo, Zijian; Kang, Hyunseung; Cai, T. Tony; Small, Dylan S. Testing endogeneity with high dimensional covariates. (English) Zbl 1452.62913 J. Econom. 207, No. 1, 175-187 (2018). MSC: 62P20 62H15 62J05 PDFBibTeX XMLCite \textit{Z. Guo} et al., J. Econom. 207, No. 1, 175--187 (2018; Zbl 1452.62913) Full Text: DOI arXiv
Zhu, Ying Sparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instruments. (English) Zbl 1394.62096 J. Econom. 202, No. 2, 196-213 (2018). MSC: 62J07 62F12 PDFBibTeX XMLCite \textit{Y. Zhu}, J. Econom. 202, No. 2, 196--213 (2018; Zbl 1394.62096) Full Text: DOI
Fan, Jianqing; Shao, Qi-Man; Zhou, Wen-Xin Are discoveries spurious? Distributions of maximum spurious correlations and their applications. (English) Zbl 1402.62097 Ann. Stat. 46, No. 3, 989-1017 (2018). Reviewer: Weiping Li (Stillwater) MSC: 62H10 62H20 62E17 62F03 62P10 PDFBibTeX XMLCite \textit{J. Fan} et al., Ann. Stat. 46, No. 3, 989--1017 (2018; Zbl 1402.62097) Full Text: DOI arXiv Euclid
Kaplan, David M.; Sun, Yixiao Smoothed estimating equations for instrumental variables quantile regression. (English) Zbl 1441.62768 Econom. Theory 33, No. 1, 105-157 (2017). MSC: 62P20 62G05 62G08 62G20 PDFBibTeX XMLCite \textit{D. M. Kaplan} and \textit{Y. Sun}, Econom. Theory 33, No. 1, 105--157 (2017; Zbl 1441.62768) Full Text: DOI arXiv
Shi, Zhentao Estimation of sparse structural parameters with many endogenous variables. (English) Zbl 1491.62260 Econom. Rev. 35, No. 8-10, 1582-1608 (2016). MSC: 62P20 62J07 62J05 62G08 62F12 PDFBibTeX XMLCite \textit{Z. Shi}, Econom. Rev. 35, No. 8--10, 1582--1608 (2016; Zbl 1491.62260) Full Text: DOI
Shi, Zhentao Econometric estimation with high-dimensional moment equalities. (English) Zbl 1443.62506 J. Econom. 195, No. 1, 104-119 (2016). MSC: 62P20 62G05 62F12 62H12 PDFBibTeX XMLCite \textit{Z. Shi}, J. Econom. 195, No. 1, 104--119 (2016; Zbl 1443.62506) Full Text: DOI
Lu, Xun; Su, Liangjun Shrinkage estimation of dynamic panel data models with interactive fixed effects. (English) Zbl 1419.62516 J. Econom. 190, No. 1, 148-175 (2016). MSC: 62P20 62J07 62J05 62F12 PDFBibTeX XMLCite \textit{X. Lu} and \textit{L. Su}, J. Econom. 190, No. 1, 148--175 (2016; Zbl 1419.62516) Full Text: DOI Link
Chang, Jinyuan; Chen, Song Xi; Chen, Xiaohong High dimensional generalized empirical likelihood for moment restrictions with dependent data. (English) Zbl 1331.62188 J. Econom. 185, No. 1, 283-304 (2015). MSC: 62G05 62G20 62M10 PDFBibTeX XMLCite \textit{J. Chang} et al., J. Econom. 185, No. 1, 283--304 (2015; Zbl 1331.62188) Full Text: DOI arXiv