Imagen de Portada

Bootstrap based asymptotic refinements for high-dimensional nonlinear models

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Horowitz, Joel L., Rafi, Ahnaf
Formato:	Preprint
Publicado:	2023
Materias:	Econometrics
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

On the Performance of the Neyman Allocation with Small Pilots
por: Cai, Yong, et al.
Publicado: (2022)

Regression Discontinuity Design with Spillovers
por: Auerbach, Eric, et al.
Publicado: (2024)

Gaussian approximation for maximum score and non-smooth M-estimators with multiway dependence
por: Chiang, Harold D., et al.
Publicado: (2026)

Binary Classification with the Maximum Score Model and Linear Programming
por: Horowitz, Joel L., et al.
Publicado: (2025)

Estimation of BLP models with high-dimensional controls
por: Jin, Hua
Publicado: (2026)

Demand estimation without outside good shares
por: Bugni, Federico A., et al.
Publicado: (2026)

Local Projections Bootstrap Inference
por: Gadea, María Dolores, et al.
Publicado: (2025)

The Dynamic, the Static, and the Weak: Factor models and the analysis of high-dimensional time series
por: Barigozzi, Matteo, et al.
Publicado: (2024)

Bootstraps for Dynamic Panel Threshold Models
por: Gong, Woosik, et al.
Publicado: (2022)

Moderating the Mediation Bootstrap for Causal Inference
por: van Garderen, Kees Jan, et al.
Publicado: (2024)

A high‐dimensional multinomial logit model
por: Didier Nibbering
Publicado: (2024)

The Local Projection Residual Bootstrap for AR(1) Models
por: Velez, Amilcar
Publicado: (2023)

Wild Bootstrap Inference for Linear Regressions with Many Covariates
por: Li, Wenze
Publicado: (2025)

Partitioned Wild Bootstrap for Panel Data Quantile Regression
por: Galvao, Antonio F., et al.
Publicado: (2025)

Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters
por: Wang, Wenjie, et al.
Publicado: (2021)

A New Bayesian Bootstrap for Quantitative Trade and Spatial Models
por: Sanders, Bas
Publicado: (2025)

Identification-robust inference for the LATE with high-dimensional covariates
por: Ma, Yukun
Publicado: (2023)

Bootstrap Diagnostic Tests
por: Cavaliere, Giuseppe, et al.
Publicado: (2025)

Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters
por: Wang, Wenjie, et al.
Publicado: (2024)

Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators
por: Lee, Seojeong
Publicado: (2018)

Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
por: Lee, Seojeong
Publicado: (2018)

Empirical likelihood approach for high-dimensional moment restrictions with dependent data
por: Chang, Jinyuan, et al.
Publicado: (2025)

A Powerful Bootstrap Test of Independence in High Dimensions
por: Olivares, Mauricio, et al.
Publicado: (2025)

On the modelling and prediction of high-dimensional functional time series
por: Chang, Jinyuan, et al.
Publicado: (2024)

Continuous time asymptotic representations for adaptive experiments
por: Adusumilli, Karun
Publicado: (2026)

A jackknife bias correction for nonlinear network data models with fixed effects
por: Hughes, David W.
Publicado: (2022)

Bootstrap Adaptive Lasso Solution Path Unit Root Tests
por: Arnold, Martin C., et al.
Publicado: (2024)

Bootstrapping with AI/ML-generated labels
por: Christensen, Timothy, et al.
Publicado: (2026)

Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects
por: Xu, Haoyuan, et al.
Publicado: (2026)

Factor multivariate stochastic volatility models of high dimension
por: Poignard, Benjamin, et al.
Publicado: (2024)

A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
por: Lim, Dennis, et al.
Publicado: (2024)

A Bayes-Factor-Guided Approach to Post-Double Selection with Bootstrapped Multiple Imputation
por: Bleher, Johannes, et al.
Publicado: (2026)

Locally Robust Policy Learning: Inequality, Inequality of Opportunity and Intergenerational Mobility
por: Terschuur, Joël
Publicado: (2025)

Bootstrap consistency for general double/debiased machine learning estimators
por: Lin, Ziming, et al.
Publicado: (2026)

Sparse High-Dimensional Vector Autoregressive Bootstrap
por: Adamek, Robert, et al.
Publicado: (2023)

A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions
por: Reichold, Karsten, et al.
Publicado: (2022)

Bootstrap-Assisted Inference for Generalized Grenander-type Estimators
por: Cattaneo, Matias D., et al.
Publicado: (2023)

A quantile-based nonadditive fixed effects model
por: Liu, Xin
Publicado: (2024)

High-dimensional estimation of quadratic variation based on penalized realized variance
por: Christensen, Kim, et al.
Publicado: (2021)

Gaussian and Bootstrap Approximation for Matching-based Average Treatment Effect Estimators
por: Shi, Zhaoyang, et al.
Publicado: (2024)