Two-Step Estimation and Inference with Possibly Many Included Covariates

Two-Step Estimation and Inference with Possibly Many Included Covariates

26 July 2018

Michael Jansson

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Papers citing "Two-Step Estimation and Inference with Possibly Many Included Covariates"

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Title
Robust Inference in Panel Data Models: Some Effects of Heteroskedasticity and Leveraged Data in Small Samples Annalivia Polselli 19 1 0 29 Dec 2023
$Inference for Projection Parameters in Linear Regression: beyond $d = o(n^{1/2})$$ Inference for Projection Parameters in Linear Regression: beyond $d = o(n^{1/2})$ Woonyoung Chang Arun K. Kuchibhotla Alessandro Rinaldo 84 3 0 03 Jul 2023
Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators Lin Liu Rajarshi Mukherjee J. M. Robins 78 2 0 18 Jun 2023
Root-n consistent semiparametric learning with high-dimensional nuisance functions under minimal sparsity Lin Liu Yuhao Wang 72 0 0 07 May 2023
Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators M. D. Cattaneo M. Farrell Michael Jansson Ricardo P. Masini 44 0 0 31 Dec 2022
Conditional Likelihood Ratio Test with Many Weak Instruments Sreevidya Ayyar Yukitoshi Matsushita Taisuke Otsu 33 2 0 14 Oct 2022
The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters Niloofar Moosavi J. Haggstrom X. de Luna 64 15 0 05 May 2021
Positive definiteness of the asymptotic covariance matrix of OLS estimators in parsimonious regressions Daisuke Nagakura 16 0 0 22 Oct 2020
Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data Y. Ning Sida Peng Jing Tao 60 5 0 07 Sep 2020
Causal Inference in Possibly Nonlinear Factor Models Yingjie Feng CML 50 7 0 31 Aug 2020
Average Density Estimators: Efficiency and Bootstrap Consistency M. D. Cattaneo Michael Jansson MDE 80 10 0 19 Apr 2019
Robust Inference Using Inverse Probability Weighting Xinwei Ma Jingshen Wang 78 95 0 26 Oct 2018
Deep Neural Networks for Estimation and Inference M. Farrell Tengyuan Liang S. Misra BDL 186 256 0 26 Sep 2018
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 97 67 0 05 Jun 2018
Cross-Fitting and Fast Remainder Rates for Semiparametric Estimation Whitney Newey Jamie Robins 102 148 0 27 Jan 2018
Targeted Undersmoothing Christian B. Hansen Damian Kozbur S. Misra 65 13 0 22 Jun 2017
Locally Robust Semiparametric Estimation Victor Chernozhukov J. Escanciano Hidehiko Ichimura Whitney Newey J. M. Robins 138 210 0 29 Jul 2016