Two-Step Estimation and Inference with Possibly Many Included Covariates

26 July 2018

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

6 / 6 papers shown

Title
Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators M. D. Cattaneo M. Farrell Michael Jansson Ricardo P. Masini 6 0 0 31 Dec 2022
Average Density Estimators: Efficiency and Bootstrap Consistency M. D. Cattaneo Michael Jansson MDE 13 10 0 19 Apr 2019
High-Dimensional Econometrics and Regularized GMM A. Belloni Victor Chernozhukov Denis Chetverikov Christian B. Hansen Kengo Kato 26 67 0 05 Jun 2018
Large Sample Properties of Partitioning-Based Series Estimators M. D. Cattaneo M. Farrell Yingjie Feng 51 52 0 13 Apr 2018
Cross-Fitting and Fast Remainder Rates for Semiparametric Estimation Whitney Newey Jamie Robins 31 146 0 27 Jan 2018
Locally Robust Semiparametric Estimation Victor Chernozhukov J. Escanciano Hidehiko Ichimura Whitney Newey J. M. Robins 27 205 0 29 Jul 2016