Inference in Linear Regression Models with Many Covariates and Heteroskedasticity

9 July 2015

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

9 / 9 papers shown

Title
Testing Many Zero Restrictions in a High Dimensional Linear Regression Setting Jonathan B. Hill 38 0 0 22 Jan 2023
Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators M. D. Cattaneo M. Farrell Michael Jansson Ricardo P. Masini 16 0 0 31 Dec 2022
Treatment Effect Estimation with Efficient Data Aggregation Snigdha Panigrahi Jingshen Wang Xuming He 32 4 0 23 Mar 2022
On rank estimators in increasing dimensions Yanqin Fan Fang Han Wei Li Xiao‐Hua Zhou 28 16 0 14 Aug 2019
On Binscatter M. D. Cattaneo Richard K. Crump M. Farrell Yingjie Feng 17 123 0 25 Feb 2019
Automatic Debiased Machine Learning of Causal and Structural Effects Victor Chernozhukov Whitney Newey Rahul Singh CML AI4CE 24 103 0 14 Sep 2018
Two-Step Estimation and Inference with Possibly Many Included Covariates M. D. Cattaneo Michael Jansson Xinwei Ma CML 16 68 0 26 Jul 2018
Regression adjustment in completely randomized experiments with a diverging number of covariates Lihua Lei Peng Ding 34 48 0 20 Jun 2018
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 33 67 0 05 Jun 2018