Inference in Linear Regression Models with Many Covariates and
Heteroskedasticity

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Inference in Linear Regression Models with Many Covariates and Heteroskedasticity

9 July 2015

Michael Jansson

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Papers citing "Inference in Linear Regression Models with Many Covariates and Heteroskedasticity"

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Title
Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators M. D. Cattaneo M. Farrell Michael Jansson Ricardo P. Masini 46 0 0 31 Dec 2022
Treatment Effect Estimation with Efficient Data Aggregation Snigdha Panigrahi Jingshen Wang Xuming He 50 3 0 23 Mar 2022
Empirical likelihood and uniform convergence rates for dyadic kernel density estimation Harold D. Chiang Bing Tan 50 2 0 17 Oct 2020
On rank estimators in increasing dimensions Yanqin Fan Fang Han Wei Li Xiao‐Hua Zhou 55 17 0 14 Aug 2019
Competing Models J. M. Olea Pietro Ortoleva Mallesh M. Pai A. Prat 41 43 0 08 Jul 2019
Omitted variable bias of Lasso-based inference methods: A finite sample analysis Kaspar Wüthrich Ying Zhu 86 27 0 20 Mar 2019
On Binscatter M. D. Cattaneo Richard K. Crump M. Farrell Yingjie Feng 66 129 0 25 Feb 2019
Statistical inference with F-statistics when fitting simple models to high-dimensional data Hannes Leeb Lukas Steinberger 29 1 0 12 Feb 2019
Automatic Debiased Machine Learning of Causal and Structural Effects Victor Chernozhukov Whitney Newey Rahul Singh CML AI4CE 84 107 0 14 Sep 2018
Two-Step Estimation and Inference with Possibly Many Included Covariates M. D. Cattaneo Michael Jansson Xinwei Ma CML 63 68 0 26 Jul 2018
Robust Inference Under Heteroskedasticity via the Hadamard Estimator Yan Sun Weijie J. Su Yachong Yang Zhixiang Zhang 32 7 0 01 Jul 2018
Regression adjustment in completely randomized experiments with a diverging number of covariates Lihua Lei Peng Ding 77 50 0 20 Jun 2018
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 97 67 0 05 Jun 2018