A Bayes-Factor-Guided Approach to Post-Double Selection with Bootstrapped Multiple Imputation
Fuente:
arXiv
Guardado en:
| Autores principales: | Bleher, Johannes, Tarantola, Claudia |
|---|---|
| Formato: | Preprint |
| Publicado: |
2026
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
A Convexified Matching Approach to Imputation and Individualized Inference
por: Hur, YoonHaeng, et al.
Publicado: (2024)
por: Hur, YoonHaeng, et al.
Publicado: (2024)
(Empirical) Bayes Approaches to Parallel Trends
por: Kwon, Soonwoo, et al.
Publicado: (2024)
por: Kwon, Soonwoo, et al.
Publicado: (2024)
A Powerful Bootstrap Test of Independence in High Dimensions
por: Olivares, Mauricio, et al.
Publicado: (2025)
por: Olivares, Mauricio, et al.
Publicado: (2025)
A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
por: Lim, Dennis, et al.
Publicado: (2024)
por: Lim, Dennis, et al.
Publicado: (2024)
Bootstrap Adaptive Lasso Solution Path Unit Root Tests
por: Arnold, Martin C., et al.
Publicado: (2024)
por: Arnold, Martin C., et al.
Publicado: (2024)
Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects
por: Xu, Haoyuan, et al.
Publicado: (2026)
por: Xu, Haoyuan, et al.
Publicado: (2026)
A Practical Guide to Estimating Conditional Marginal Effects: Modern Approaches
por: Liu, Jiehan, et al.
Publicado: (2025)
por: Liu, Jiehan, et al.
Publicado: (2025)
A Distributed Lag Approach to the Generalised Dynamic Factor Model
por: Gersing, Philipp
Publicado: (2024)
por: Gersing, Philipp
Publicado: (2024)
A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors
por: Clark, Todd, et al.
Publicado: (2025)
por: Clark, Todd, et al.
Publicado: (2025)
Robustifying Empirical Bayes
por: Koenker, Roger, et al.
Publicado: (2026)
por: Koenker, Roger, et al.
Publicado: (2026)
Quasi-Bayes in Latent Variable Models
por: Kankanala, Sid
Publicado: (2023)
por: Kankanala, Sid
Publicado: (2023)
Neighborhood Stability in Double/Debiased Machine Learning with Dependent Data
por: Cao, Jianfei, et al.
Publicado: (2025)
por: Cao, Jianfei, et al.
Publicado: (2025)
Empirical Bayes Estimation in Heterogeneous Coefficient Panel Models
por: Song, Myunghyun, et al.
Publicado: (2026)
por: Song, Myunghyun, et al.
Publicado: (2026)
Sparse High-Dimensional Vector Autoregressive Bootstrap
por: Adamek, Robert, et al.
Publicado: (2023)
por: Adamek, Robert, et al.
Publicado: (2023)
Reasonable uncertainty: Confidence intervals in empirical Bayes discrimination detection
por: Gu, Jiaying, et al.
Publicado: (2025)
por: Gu, Jiaying, et al.
Publicado: (2025)
Difference-in-Differences Designs: A Practitioner's Guide
por: Baker, Andrew, et al.
Publicado: (2025)
por: Baker, Andrew, et al.
Publicado: (2025)
Empirical Bayes shrinkage (mostly) does not correct the measurement error in regression
por: Chen, Jiafeng, et al.
Publicado: (2025)
por: Chen, Jiafeng, et al.
Publicado: (2025)
Bootstrap-Assisted Inference for Generalized Grenander-type Estimators
por: Cattaneo, Matias D., et al.
Publicado: (2023)
por: Cattaneo, Matias D., et al.
Publicado: (2023)
Double/Debiased CoCoLASSO of Treatment Effects with Mismeasured High-Dimensional Control Variables
por: Kim, Geonwoo, et al.
Publicado: (2024)
por: Kim, Geonwoo, et al.
Publicado: (2024)
Using Multiple Outcomes to Improve the Synthetic Control Method
por: Sun, Liyang, et al.
Publicado: (2023)
por: Sun, Liyang, et al.
Publicado: (2023)
A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects
por: Słoczyński, Tymon, et al.
Publicado: (2026)
por: Słoczyński, Tymon, et al.
Publicado: (2026)
Distribution Regression with Censored Selection
por: Fernandez-Val, Ivan, et al.
Publicado: (2025)
por: Fernandez-Val, Ivan, et al.
Publicado: (2025)
A General Approach to Relaxing Unconfoundedness
por: Masten, Matthew A., et al.
Publicado: (2025)
por: Masten, Matthew A., et al.
Publicado: (2025)
Using Multiple Outcomes to Adjust Standard Errors for Spatial Correlation
por: DellaVigna, Stefano, et al.
Publicado: (2025)
por: DellaVigna, Stefano, et al.
Publicado: (2025)
Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia
por: Liao, Xiaosai, et al.
Publicado: (2024)
por: Liao, Xiaosai, et al.
Publicado: (2024)
Safe Policy Learning under Regression Discontinuity Designs with Multiple Cutoffs
por: Zhang, Yi, et al.
Publicado: (2022)
por: Zhang, Yi, et al.
Publicado: (2022)
Matrix Quantile Factor Model
por: Kong, Xin-Bing, et al.
Publicado: (2022)
por: Kong, Xin-Bing, et al.
Publicado: (2022)
Bridging Stratification and Regression Adjustment: Batch-Adaptive Stratification with Post-Design Adjustment in Randomized Experiments
por: Li, Zikai
Publicado: (2025)
por: Li, Zikai
Publicado: (2025)
Minimax-Regret Sample Selection in Randomized Experiments
por: Hu, Yuchen, et al.
Publicado: (2024)
por: Hu, Yuchen, et al.
Publicado: (2024)
Using Experiments to Correct for Selection in Observational Studies
por: Athey, Susan, et al.
Publicado: (2020)
por: Athey, Susan, et al.
Publicado: (2020)
A Neyman-Orthogonalization Approach to the Incidental Parameter Problem
por: Bonhomme, Stéphane, et al.
Publicado: (2024)
por: Bonhomme, Stéphane, et al.
Publicado: (2024)
CP Factor Model for Dynamic Tensors
por: Han, Yuefeng, et al.
Publicado: (2021)
por: Han, Yuefeng, et al.
Publicado: (2021)
A Hybrid Framework Combining Autoregression and Common Factors for Matrix Time Series
por: Fan, Zhiyun, et al.
Publicado: (2025)
por: Fan, Zhiyun, et al.
Publicado: (2025)
A Kernelization-Based Approach to Nonparametric Binary Choice Models
por: Yan, Guo
Publicado: (2024)
por: Yan, Guo
Publicado: (2024)
Compound Selection Decisions: An Almost SURE Approach
por: Chen, Jiafeng, et al.
Publicado: (2025)
por: Chen, Jiafeng, et al.
Publicado: (2025)
Approximate Factor Models for Functional Time Series
por: Otto, Sven, et al.
Publicado: (2022)
por: Otto, Sven, et al.
Publicado: (2022)
Comment on 'Sparse Bayesian Factor Analysis when the Number of Factors is Unknown' by S. Frühwirth-Schnatter, D. Hosszejni, and H. Freitas Lopes
por: Casarin, Roberto, et al.
Publicado: (2024)
por: Casarin, Roberto, et al.
Publicado: (2024)
Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach
por: Hecq, Alain, et al.
Publicado: (2024)
por: Hecq, Alain, et al.
Publicado: (2024)
Disentangling Structural Breaks in Factor Models for Macroeconomic Data
por: Koo, Bonsoo, et al.
Publicado: (2023)
por: Koo, Bonsoo, et al.
Publicado: (2023)
Learning Preferences from Conjoint Data: A Structural Deep Learning Approach
por: Acharya, Avidit, et al.
Publicado: (2026)
por: Acharya, Avidit, et al.
Publicado: (2026)
Ejemplares similares
-
A Convexified Matching Approach to Imputation and Individualized Inference
por: Hur, YoonHaeng, et al.
Publicado: (2024) -
(Empirical) Bayes Approaches to Parallel Trends
por: Kwon, Soonwoo, et al.
Publicado: (2024) -
A Powerful Bootstrap Test of Independence in High Dimensions
por: Olivares, Mauricio, et al.
Publicado: (2025) -
A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
por: Lim, Dennis, et al.
Publicado: (2024) -
Bootstrap Adaptive Lasso Solution Path Unit Root Tests
por: Arnold, Martin C., et al.
Publicado: (2024)