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econ.EM2024
Conditional nonparametric variable screening by neural factor regression
Jianqing Fan, Weining Wang, Yue Zhao
High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test bas…
econ.EM2024★ 1 cited
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
Victor Chernozhukov, Iván Fernández-Val, Chen Huang +1
The Arellano-Bond estimator is a fundamental method for dynamic panel data models, widely used in practice. It can be severely biased when the time series dimension of the data, $T…