Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens
Fuente:
arXiv
Saved in:
| Main Authors: | Gao, Zhan, Moon, Hyungsik Roger |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Nuclear Norm Regularized Estimation of Panel Regression Models
by: Moon, Hyungsik Roger, et al.
Published: (2018)
by: Moon, Hyungsik Roger, et al.
Published: (2018)
Dynamic Linear Panel Regression Models with Interactive Fixed Effects
by: Moon, Hyungsik Roger, et al.
Published: (2026)
by: Moon, Hyungsik Roger, et al.
Published: (2026)
Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity
by: Moon, Hyungsik Roger, et al.
Published: (2023)
by: Moon, Hyungsik Roger, et al.
Published: (2023)
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
by: Moon, Hyungsik Roger, et al.
Published: (2026)
by: Moon, Hyungsik Roger, et al.
Published: (2026)
Estimation of random coefficients logit demand models with interactive fixed effects
by: Moon, Hyungsik Roger, et al.
Published: (2026)
by: Moon, Hyungsik Roger, et al.
Published: (2026)
Kotlarski's lemma for dyadic models
by: Franguridi, Grigory, et al.
Published: (2025)
by: Franguridi, Grigory, et al.
Published: (2025)
Generalized method of moments with partially missing data
by: Franguridi, Grigory, et al.
Published: (2025)
by: Franguridi, Grigory, et al.
Published: (2025)
Normal Approximation in Large Network Models
by: Leung, Michael P., et al.
Published: (2019)
by: Leung, Michael P., et al.
Published: (2019)
A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications
by: Franguridi, Grigory, et al.
Published: (2019)
by: Franguridi, Grigory, et al.
Published: (2019)
Analysis of interactive fixed effects dynamic linear panel regression with measurement error
by: Lee, Nayoung, et al.
Published: (2026)
by: Lee, Nayoung, et al.
Published: (2026)
Optimal Decision Rules when Payoffs are Partially Identified
by: Christensen, Timothy, et al.
Published: (2022)
by: Christensen, Timothy, et al.
Published: (2022)
Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies
by: Keweloh, Sascha A., et al.
Published: (2023)
by: Keweloh, Sascha A., et al.
Published: (2023)
Iterative Estimation of Nonparametric Regressions with Continuous Endogenous Variables and Discrete Instruments
by: Centorrino, Samuele, et al.
Published: (2019)
by: Centorrino, Samuele, et al.
Published: (2019)
Distributional Effects in Censored Quantile Regressions with Endogeneity and Heteroskedasticity
by: Wang, Xi
Published: (2026)
by: Wang, Xi
Published: (2026)
Endogenous Quantile Regression with Measurement Error in Dependent Variable
by: Su, Xuanjing
Published: (2026)
by: Su, Xuanjing
Published: (2026)
Nonparametric Cointegrating Regression Functions with Endogeneity and Semi-Long Memory
by: Mosaferi, Sepideh, et al.
Published: (2021)
by: Mosaferi, Sepideh, et al.
Published: (2021)
Endogenous Interference in Randomized Experiments
by: Gao, Mengsi
Published: (2024)
by: Gao, Mengsi
Published: (2024)
Identification and Estimation of Demand Models with Endogenous Product Entry and Exit
by: Aguirregabiria, Victor, et al.
Published: (2023)
by: Aguirregabiria, Victor, et al.
Published: (2023)
Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity
by: Centorrino, Samuele, et al.
Published: (2020)
by: Centorrino, Samuele, et al.
Published: (2020)
Identification and Estimation in a Time-Varying Endogenous Random Coefficient Panel Data Model
by: Li, Ming
Published: (2021)
by: Li, Ming
Published: (2021)
Endogenous Heteroskedasticity in Linear Models
by: Alejo, Javier, et al.
Published: (2024)
by: Alejo, Javier, et al.
Published: (2024)
Two-way Clustering Robust Variance Estimator in Quantile Regression Models
by: Hounyo, Ulrich, et al.
Published: (2026)
by: Hounyo, Ulrich, et al.
Published: (2026)
Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression
by: Nishi, Mikihito
Published: (2024)
by: Nishi, Mikihito
Published: (2024)
Robust Estimation and Inference for High-Dimensional Panel Data Models
by: Gao, Jiti, et al.
Published: (2024)
by: Gao, Jiti, et al.
Published: (2024)
Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment: An Unconditional MTE Approach
by: Martinez-Iriarte, Julian, et al.
Published: (2020)
by: Martinez-Iriarte, Julian, et al.
Published: (2020)
Robust and Efficient Estimation of Potential Outcome Means under Random Assignment
by: Negi, Akanksha, et al.
Published: (2020)
by: Negi, Akanksha, et al.
Published: (2020)
Panel Estimation of Taxable Income Elasticities with Heterogeneity and Endogenous Budget Sets
by: Blomquist, Soren, et al.
Published: (2024)
by: Blomquist, Soren, et al.
Published: (2024)
Social Interactions in Endogenous Groups
by: Sheng, Shuyang, et al.
Published: (2023)
by: Sheng, Shuyang, et al.
Published: (2023)
Interacting Treatments with Endogenous Takeup
by: Kormos, Mate, et al.
Published: (2023)
by: Kormos, Mate, et al.
Published: (2023)
Bundle Choice Model with Endogenous Regressors: An Application to Soda Tax
by: Sun, Tao
Published: (2024)
by: Sun, Tao
Published: (2024)
Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models
by: Katsouris, Christis
Published: (2023)
by: Katsouris, Christis
Published: (2023)
Bayesian Outlier Detection for Matrix-variate Models
by: Billio, Monica, et al.
Published: (2025)
by: Billio, Monica, et al.
Published: (2025)
Endogeneity Corrections in Binary Outcome Models with Nonlinear Transformations: Identification and Inference
by: Mayer, Alexander, et al.
Published: (2024)
by: Mayer, Alexander, et al.
Published: (2024)
Identification of Average Responses with Endogenous Controls
by: Chen, Kaicheng, et al.
Published: (2024)
by: Chen, Kaicheng, et al.
Published: (2024)
Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions
by: Spady, Richard, et al.
Published: (2020)
by: Spady, Richard, et al.
Published: (2020)
Moran's I 2-Stage Lasso: for Models with Spatial Correlation and Endogenous Variables
by: Barde, Sylvain, et al.
Published: (2024)
by: Barde, Sylvain, et al.
Published: (2024)
Endogenous Treatment Models with Social Interactions: An Application to the Impact of Exercise on Self-Esteem
by: Lin, Zhongjian, et al.
Published: (2024)
by: Lin, Zhongjian, et al.
Published: (2024)
Forward Regression via Gram-Schmidt Orthogonalization for Ultra-High Dimensional Linear Models
by: Chen, Jialuo, et al.
Published: (2025)
by: Chen, Jialuo, et al.
Published: (2025)
Robust Permutation Tests in Linear Instrumental Variables Regression
by: Tuvaandorj, Purevdorj
Published: (2021)
by: Tuvaandorj, Purevdorj
Published: (2021)
Identification and Estimation in Fuzzy Regression Discontinuity Designs with Covariates
by: Caetano, Carolina, et al.
Published: (2026)
by: Caetano, Carolina, et al.
Published: (2026)
Similar Items
-
Nuclear Norm Regularized Estimation of Panel Regression Models
by: Moon, Hyungsik Roger, et al.
Published: (2018) -
Dynamic Linear Panel Regression Models with Interactive Fixed Effects
by: Moon, Hyungsik Roger, et al.
Published: (2026) -
Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity
by: Moon, Hyungsik Roger, et al.
Published: (2023) -
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
by: Moon, Hyungsik Roger, et al.
Published: (2026) -
Estimation of random coefficients logit demand models with interactive fixed effects
by: Moon, Hyungsik Roger, et al.
Published: (2026)