Cargando…
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...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2023
|
| Materias: | |
| 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 |