Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
Xu Guo, Runze Li, Jingyuan Liu, Mudong Zeng
| Year of publication: |
2023
|
|---|---|
| Authors: | Guo, Xu ; Li, Runze ; Liu, Jingyuan ; Zeng, Mudong |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 1, p. 166-179
|
| Subject: | Mediation analysis | Penalized least squares | Sparsity | Wald test | Coronavirus | Mediation | Induktive Statistik | Statistical inference | Regressionsanalyse | Regression analysis | Epidemie | Epidemic | Kleinste-Quadrate-Methode | Least squares method | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014434388