7 citations · 11 across the 7 of their papers we have counts for
Showing stat.MEShow all
3 papers · 1 filter
stat.ME2026
Cointegrated Regressors: Where Folded Concave Penalties Go Beyond LASSO
Hongqi Chen, Chengwang Liao, Ziwei Mei +1
LASSO is one of the most popular regularization methods for high-dimensional regression models. While cointegration is common in practical applications of predictive regressions wi…
stat.ME2026
Identification and Robust Inference for Multiple Treatments with Possibly Invalid Instruments
Ziwei Mei, Qingliang Fan, Zijian Guo
The instrumental variable (IV) method is widely used to infer causal effects in observational studies with unmeasured confounding, but invalid instruments can compromise both popul…
stat.ME2024
LASSO Inference for High Dimensional Predictive Regressions
Zhan Gao, Ji Hyung Lee, Ziwei Mei +1
LASSO inflicts shrinkage bias on estimated coefficients, which undermines asymptotic normality and invalidates standard inferential procedures based on the t-statistic. Given cross…