Cover Image

The Fragility of Sparsity

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Kolesár, Michal, Müller, Ulrich K., Roelsgaard, Sebastian T.
Format:	Preprint
Published:	2023
Subjects:	Econometrics Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV
by: Angrist, Joshua, et al.
Published: (2021)

Contamination Bias in Linear Regressions
by: Goldsmith-Pinkham, Paul, et al.
Published: (2021)

Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly
by: Kolesár, Michal, et al.
Published: (2024)

Dynamic Spatial Treatment Effects and Network Fragility: Theory and Evidence from the 2008 Financial Crisis
by: Kikuchi, Tatsuru
Published: (2025)

Treatment Effect Heterogeneity in Regression Discontinuity Designs
by: Calonico, Sebastian, et al.
Published: (2025)

Bayesian Inference for Confounding Variables and Limited Information
by: Scharfenaker, Ellis, et al.
Published: (2025)

Identification of Treatment Effects under Limited Exogenous Variation
by: Newey, Whitney K., et al.
Published: (2018)

On Recoding Ordered Treatments as Binary Indicators
by: Rose, Evan K., et al.
Published: (2021)

Panel Estimation of Taxable Income Elasticities with Heterogeneity and Endogenous Budget Sets
by: Blomquist, Soren, et al.
Published: (2024)

Comparing Misspecified Models with Big Data: A Variational Bayesian Perspective
by: Li, Yong, et al.
Published: (2025)

Efficient Bias Correction for Cross-section and Panel Data
by: Hahn, Jinyong, et al.
Published: (2022)

Leniency Designs: An Operator's Manual
by: Goldsmith-Pinkham, Paul, et al.
Published: (2025)

Qini Curves for Multi-Armed Treatment Rules
by: Sverdrup, Erik, et al.
Published: (2023)

Doubly Robust Estimators with Weak Overlap
by: Ma, Yukun, et al.
Published: (2023)

Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
by: Hecq, Alain, et al.
Published: (2023)

Testing for Coefficient Randomness in Local-to-Unity Autoregressions
by: Nishi, Mikihito
Published: (2023)

Sensitivity Analysis for Linear Estimators
by: Dorn, Jacob, et al.
Published: (2023)

Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models
by: Barigozzi, Matteo
Published: (2023)

Estimating Effects of Long-Term Treatments
by: Huang, Shan, et al.
Published: (2023)

Marginal Effects for Probit and Tobit with Endogeneity
by: Evdokimov, Kirill S., et al.
Published: (2023)

Adjustment with Many Regressors Under Covariate-Adaptive Randomizations
by: Jiang, Liang, et al.
Published: (2023)

The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models
by: Knaus, Peter, et al.
Published: (2023)

Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models
by: Forneron, Jean-Jacques
Published: (2023)

Doubly Robust Uniform Confidence Bands for Group-Time Conditional Average Treatment Effects in Difference-in-Differences
by: Imai, Shunsuke, et al.
Published: (2023)

Linear Regression with Weak Exogeneity
by: Mikusheva, Anna, et al.
Published: (2023)

Adapting to Misspecification
by: Armstrong, Timothy B., et al.
Published: (2023)

Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects
by: Słoczyński, Tymon, et al.
Published: (2023)

Covariate Adjustment in Stratified Experiments
by: Cytrynbaum, Max
Published: (2023)

Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data
by: Bu, Ruijun, et al.
Published: (2023)

Inference for Low-rank Models without Estimating the Rank
by: Choi, Jungjun, et al.
Published: (2023)

Clustered Covariate Regression
by: Soale, Abdul-Nasah, et al.
Published: (2023)

Using Multiple Outcomes to Improve the Synthetic Control Method
by: Sun, Liyang, et al.
Published: (2023)

Inference on many jumps in nonparametric panel regression models
by: Chen, Likai, et al.
Published: (2023)

Survey calibration for causal inference: a simple method to balance covariate distributions
by: Beręsewicz, Maciej
Published: (2023)

Cluster-Randomized Trials with Cross-Cluster Interference
by: Leung, Michael P.
Published: (2023)

Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
by: Kim, Younghoon, et al.
Published: (2023)

Real-time monitoring with RCA models
by: Horváth, Lajos, et al.
Published: (2023)

Synthetic Regressing Control
by: Zhu, Rong J. B.
Published: (2023)

Disentangling Structural Breaks in Factor Models for Macroeconomic Data
by: Koo, Bonsoo, et al.
Published: (2023)

Estimation of Grouped Time-Varying Network Vector Autoregression Models
by: Li, Degui, et al.
Published: (2023)