10 citations · 13 across the 7 of their papers we have counts for
8 papers
High-dimensional nonconvex lasso-type -estimators
Jad Beyhum, François Portier
This paper proposes a theory for -norm penalized high-dimensional -estimators, with nonconvex risk and unrestricted domain. Under high-level conditions, the estimators a…
Two-stage least squares with a randomly right censored outcome
Jad Beyhum
This note develops a simple two-stage least squares (2SLS) procedure to estimate the causal effect of some endogenous regressors on a randomly right censored outcome in the linear…
A nonparametric instrumental approach to endogeneity in competing risks models
Jad Beyhum, Jean-Pierre Florens, Ingrid Van Keilegom
This paper discusses endogenous treatment models with duration outcomes, competing risks and random right censoring. The endogeneity issue is solved using a discrete instrumental v…
High-dimensional inference robust to outliers with l1-norm penalization
Jad Beyhum
This paper studies inference in the high-dimensional linear regression model with outliers. Sparsity constraints are imposed on the vector of coefficients of the covariates. The nu…
Factor and factor loading augmented estimators for panel regression
Jad Beyhum, Eric Gautier
This paper considers linear panel data models where the dependence of the regressors and the unobservables is modelled through a factor structure. The asymptotic setting is such th…
Nonparametric instrumental regression with right censored duration outcomes
Jad Beyhum, Jean-Pierre FLorens, Ingrid Van Keilegom
This paper analyzes the effect of a discrete treatment Z on a duration T. The treatment is not randomly assigned. The confounding issue is treated using a discrete instrumental var…