Cover Image

Estimation of BLP models with high-dimensional controls

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Jin, Hua
Format:	Preprint
Published:	2026
Subjects:	Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Fast and simple inner-loop algorithms of static / dynamic BLP estimations
by: Fukasawa, Takeshi
Published: (2024)

Bootstrap based asymptotic refinements for high-dimensional nonlinear models
by: Horowitz, Joel L., et al.
Published: (2023)

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

A high‐dimensional multinomial logit model
by: Didier Nibbering
Published: (2024)

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

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

Estimation in high-dimensional linear regression: Post-Double-Autometrics as an alternative to Post-Double-Lasso
by: Hué, Sullivan, et al.
Published: (2025)

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

High-dimensional Penalized Linear IV Estimation & Inference using BRIDGE and Adaptive LASSO
by: Kelekidou, Eleftheria
Published: (2025)

Estimating overidentified linear models with heteroskedasticity and outliers
by: Wang, Lei Bill
Published: (2023)

Estimation and inference in models with multiple behavioural equilibria
by: Mayer, Alexander, et al.
Published: (2025)

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

Estimation of random coefficients logit demand models with interactive fixed effects
by: Moon, Hyungsik Roger, et al.
Published: (2026)

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

Estimation and exclusion restrictions in clustered linear models
by: Mikusheva, Anna, et al.
Published: (2025)

Estimating Variances for Causal Panel Data Estimators
by: Almeida, Alexander, et al.
Published: (2025)

Estimating separable matching models
by: Alfred Galichon, et al.
Published: (2024)

Estimation for conditional moment models based on martingale difference divergence
by: Song, Kunyang, et al.
Published: (2024)

Extended MinP Tests for Global and Multiple testing
by: Lu, Zeng-Hua
Published: (2019)

Estimation of Linear models from Coarsened Observations Estimation of Linear models Estimation from Coarsened Observations A Method of Moments Approach
by: van Praag, Bernard M. S., et al.
Published: (2025)

Estimating Duration Dependence in Job Search: the Within-Estimation Duration Bias
by: Zuchuat, Jeremy
Published: (2025)

Misspecification-Averse Estimation
by: Andrews, Isaiah, et al.
Published: (2026)

Estimation of High-dimensional Nonlinear Vector Autoregressive Models
by: Han, Yuefeng, et al.
Published: (2025)

Dynamic treatment effects: high-dimensional inference under model misspecification
by: Zhang, Yuqian, et al.
Published: (2021)

Tracking the economy at high frequency
by: García-Albán, Freddy, et al.
Published: (2025)

Spectral analysis of high-dimensional spot volatility matrix with applications
by: Liu, Qiang, et al.
Published: (2025)

A Robust Similarity Estimator
by: Archakov, Ilya
Published: (2026)

Integrating Diagnostic Checks into Estimation
by: Sarfati, Reca, et al.
Published: (2026)

On the Asymptotics of the Minimax Linear Estimator
by: Kong, Jing
Published: (2025)

Estimating Demand with Recentered Instruments
by: Borusyak, Kirill, et al.
Published: (2025)

High-dimensional forecasting with known knowns and known unknowns
by: Pesaran, M. Hashem, et al.
Published: (2024)

MSE-Optimal Difference-in-Differences Estimator
by: Igarashi, Yamato
Published: (2026)

Inference for Two-Stage Extremum Estimators
by: Houndetoungan, Aristide, et al.
Published: (2024)

Better Understanding Triple Differences Estimators
by: Ortiz-Villavicencio, Marcelo, et al.
Published: (2025)

Approximate Sparsity Class and Minimax Estimation
by: Zhang, Lucas Z.
Published: (2025)

Treatment Effect Estimators as Weighted Outcomes
by: Knaus, Michael C.
Published: (2024)

Regularized Generalized Covariance (RGCov) Estimator
by: Giancaterini, Francesco, et al.
Published: (2025)

A Distance Covariance-based Estimator
by: Tsyawo, Emmanuel Selorm, et al.
Published: (2021)

An MPEC Estimator for the Sequential Search Model
by: Koiso, Shinji, et al.
Published: (2024)

Estimating interaction effects with panel data
by: Muris, Chris, et al.
Published: (2022)