Mathematics
3 years ago

New method improves accuracy of estimators with control variables.

1 view
Economics Letters
The influence function of semiparametric two-step estimators with estimated control variables
Jinyong Hahn, Zhipeng Liao, Geert Ridder, Ruoyao Shi

Paper Summary

The influence function for two-step estimators with estimated control variables was derived in this study. By using a weaker identification assumption, an additional term was discovered in the influence function.

Related papers

Economics, Econometrics and Finance
2 years ago

More Schooling, More Money: Study Shows Positive Impact on Wages

Labor Dynamics
Infrastructure Impact
Okun's Law
Theme background image
Mathematics
3 years ago

New method improves accuracy of estimators with control variables.

Regularization Methods
Causal Inference
Macroeconomic Analysis
2 views
Theme background image
Mathematics
4 years ago

Semiparametric models revolutionize economics with added flexibility and faster estimators.

Regularization Methods
3 views