scholarly journals Bootstrap inference for penalized GMM estimators with oracle properties

2019 ◽  
Vol 39 (4) ◽  
pp. 362-372
Author(s):  
Lorenzo Camponovo
Keyword(s):  
Oracle Properties ◽  
Bootstrap Inference

scholarly journals Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting

Technometrics ◽  
2011 ◽  
Vol 53 (2) ◽  
pp. 137-151 ◽  
Author(s):  
Andrés M. Alonso ◽  
Carolina García-Martos ◽  
Julio Rodríguez ◽  
María Jesús Sánchez
Keyword(s):  
Factor Analysis ◽  
Electricity Market ◽  
Seasonal Dynamic ◽  
Dynamic Factor Analysis ◽  
Dynamic Factor ◽  
Bootstrap Inference

scholarly journals Estimating selection models without an instrument with Stata

2020 ◽  
Vol 20 (2) ◽  
pp. 297-308
Author(s):  
Xavier D’Haultfœuille ◽  
Arnaud Maurel ◽  
Xiaoyun Qiu ◽  
Yichong Zhang
Keyword(s):  
Quantile Regression ◽  
Sample Selection ◽  
Selection Model ◽  
Standard Errors ◽  
P Value ◽  
Specification Test ◽  
Selection Models ◽  
Point Estimates ◽  
Bootstrap Inference ◽  
Homogeneous Linear

In this article, we present the eqregsel command, which estimates and provides bootstrap inference for sample-selection models via extremal quantile regression. eqregsel estimates a semiparametric sample-selection model without an instrument or a large support regressor and outputs the point estimates of the homogeneous linear coefficients, their bootstrap standard errors, and the p-value for a specification test.

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