Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic

Mediation analysis draws increasing attention in many research areas such as economics, finance and social sciences. In this paper, we propose new statistical inference procedures for high dimensional mediation models, in which both the outcome model and the mediator model are linear with high dimen...

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Detalles Bibliográficos
Autores principales: Guo, Xu, Li, Runze, Liu, Jingyuan, Zeng, Mudong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759674/
https://www.ncbi.nlm.nih.gov/pubmed/36568314
http://dx.doi.org/10.1016/j.jeconom.2022.03.001

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759674/
https://www.ncbi.nlm.nih.gov/pubmed/36568314
http://dx.doi.org/10.1016/j.jeconom.2022.03.001

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