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

X Guo, R Li, J Liu, M Zeng - Journal of Econometrics, 2024 - Elsevier
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 …

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

X Guo, R Li, J Liu, M Zeng - Journal of Econometrics, 2024 - econpapers.repec.org
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 …

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

X Guo, R Li, J Liu, M Zeng - Journal of Econometrics, 2024 - pure.psu.edu
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 …

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

X Guo, R Li, J Liu, M Zeng - Journal of Econometrics, 2024 - ideas.repec.org
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 …