Cover Image

Using spatial modeling to address covariate measurement error

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Schennach, Susanne M., Starck, Vincent
Format:	Preprint
Published:	2025
Subjects:	Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Optimally-Transported Generalized Method of Moments
by: Schennach, Susanne, et al.
Published: (2025)

Peer effect analysis with latent processes
by: Starck, Vincent
Published: (2025)

Improving control over unobservables with network data
by: Starck, Vincent
Published: (2025)

Specification tests for regression models with measurement errors
by: Song, Xiaojun, et al.
Published: (2025)

Forecasting realized covariances using HAR-type models
by: Quiroz, Matias, et al.
Published: (2024)

Nonparametric "rich covariates" without saturation
by: Glorias, Ludgero, et al.
Published: (2025)

Inference on LATEs with covariates
by: Boot, Tom, et al.
Published: (2024)

Estimating unrestricted spatial interdependence in panel spatial autoregressive models with latent common factors
by: Gefang, Deborah, et al.
Published: (2025)

Teacher bias or measurement error?
by: van Huizen, Thomas, et al.
Published: (2024)

Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
by: Christensen, Kim, et al.
Published: (2026)

Bayesian inference for dynamic spatial quantile models with interactive effects
by: Ando, Tomohiro, et al.
Published: (2025)

Regression adjustment in completely randomized experiments with many covariates
by: Chiang, Harold D, et al.
Published: (2023)

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

Estimating Peer Effects Using Partial Network Data
by: Boucher, Vincent, et al.
Published: (2025)

A difference-in-differences estimator by covariate balancing propensity score
by: Li, Junjie, et al.
Published: (2025)

Regularizing stock return covariance matrices via multiple testing of correlations
by: Luger, Richard
Published: (2024)

Analysis of interactive fixed effects dynamic linear panel regression with measurement error
by: Lee, Nayoung, et al.
Published: (2026)

On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
by: Christensen, Kim, et al.
Published: (2026)

Empirical Bayes shrinkage (mostly) does not correct the measurement error in regression
by: Chen, Jiafeng, et al.
Published: (2025)

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

Interpretational errors with instrumental variables
by: Locher, Luca, et al.
Published: (2025)

Testing linearity of spatial interaction functions à la Ramsey
by: Gupta, Abhimanyu, et al.
Published: (2024)

Assumption-lean covariate adjustment under covariate adaptive randomization when $p = o (n)$
by: Gu, Yujia, et al.
Published: (2025)

Statistically identified structural VAR model with potentially skewed and fat‐tailed errors
by: Jetro Anttonen, et al.
Published: (2024)

Spatially-clustered spatial autoregressive models with application to agricultural market concentration in Europe
by: Cerqueti, Roy, et al.
Published: (2024)

Inference on panel data models with a generalized factor structure
by: Rodriguez-Poo, Juan M., et al.
Published: (2025)

Learning bounds for doubly-robust covariate shift adaptation
by: Lee, Jeonghwan, et al.
Published: (2025)

The Output Convergence Debate Revisited: Lessons from recent developments in the analysis of panel data models
by: Pesaran, M Hashem, et al.
Published: (2026)

Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
by: Pesaran, M. Hashem, et al.
Published: (2024)

Counterfactuals in factor models
by: Beyhum, Jad
Published: (2024)

Evaluating Counterfactual Policies Using Instruments
by: Kolesár, Michal, et al.
Published: (2025)

Kotlarski's lemma for dyadic models
by: Franguridi, Grigory, et al.
Published: (2025)

Using Forests in Multivariate Regression Discontinuity Designs
by: Liu, Yiqi, et al.
Published: (2023)

Data-driven model selection within the matrix completion method for causal panel data models
by: Heiniger, Sandro
Published: (2024)

Comparative analysis of Mixed-Data Sampling (MIDAS) model compared to Lag-Llama model for inflation nowcasting
by: Bahelka, Adam, et al.
Published: (2024)

The Chained Difference-in-Differences
by: Bellégo, Christophe, et al.
Published: (2023)

Using Aggregate Relational Data to Infer Social Networks
by: Tian, Xunkang
Published: (2025)

Regime-Switching Density Forecasts Using Economists' Scenarios
by: Moramarco, Graziano
Published: (2021)

Policy Learning under Endogeneity Using Instrumental Variables
by: Liu, Yan
Published: (2022)

Inference in Auctions with Many Bidders Using Transaction Prices
by: Bugni, Federico A., et al.
Published: (2023)