Is completeness necessary? Estimation in nonidentified linear models

11 September 2017

Papers citing "Is completeness necessary? Estimation in nonidentified linear models"

12 / 12 papers shown

Title
Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Data Xuxing Chen Abhishek Roy Yifan Hu Krishnakumar Balasubramanian 25 1 0 29 May 2024
Functional Partial Least-Squares: Adaptive Estimation and Inference Andrii Babii Marine Carrasco Idriss Tsafack 13 1 0 16 Feb 2024
Optimal linear prediction with functional observations: Why you can use a simple post-dimension reduction estimator Won-Ki Seo 13 1 0 12 Jan 2024
Econometrics of Machine Learning Methods in Economic Forecasting Andrii Babii Eric Ghysels Jonas Striaukas 16 0 0 21 Aug 2023
Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness Andrew Bennett Nathan Kallus Xiaojie Mao Whitney Newey Vasilis Syrgkanis Masatoshi Uehara 21 14 0 10 Feb 2023
Inference on Strongly Identified Functionals of Weakly Identified Functions Andrew Bennett Nathan Kallus Xiaojie Mao Whitney Newey Vasilis Syrgkanis Masatoshi Uehara 12 14 0 17 Aug 2022
Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application Andrii Babii Ryan T. Ball Eric Ghysels Jonas Striaukas 12 12 0 08 Aug 2020
Provably Efficient Neural Estimation of Structural Equation Model: An Adversarial Approach Luofeng Liao You-Lin Chen Zhuoran Yang Bo Dai Zhaoran Wang Mladen Kolar 10 31 0 02 Jul 2020
High-dimensional mixed-frequency IV regression Andrii Babii 10 8 0 30 Mar 2020
High-Dimensional Granger Causality Tests with an Application to VIX and News Andrii Babii Eric Ghysels Jonas Striaukas 14 98 0 13 Dec 2019
Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models Andrii Babii 16 13 0 09 Nov 2016
Adaptive estimation for some nonparametric instrumental variable models Fabian Dunker 21 8 0 12 Nov 2015