Estimations and Tests for Generalized Mediation Models with High-Dimensional Potential Mediators

Keyphrases

• Mediation Model 100%
• Stock Value 66%
• COVID-19 Pandemic 66%
• Stock Reaction 66%
• Simulation Study 33%
• Efficient Estimator 33%
• Proposed Methodology 33%
• Mediating Effect 33%
• Estimation Method 33%
• Finite Sample Performance 33%
• Maximum Likelihood Method 33%
• Theoretical Properties 33%
• Wald Test 33%
• Limiting null Distribution 33%
• Penalized Likelihood 33%
• Financial Metrics 33%
• Full Mediation 33%

Mathematics

• Indirect Effect 100%
• Direct Effect 100%
• Simulation Study 50%
• Null 50%
• Wald Test 50%
• Likelihood Ratio Test 50%
• Maximum Likelihood Method 50%
• Mediation Effect 50%