Inference in linear regression models with many covariates and heteroskedasticity

Citations

Cited by:

1. Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-dimensional econometrics and regularized GMM," CeMMAP working papers CWP35/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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   • Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," Department of Economics, Working Paper Series qt86c7x315, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
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   • Pei, Zhuan & Pischke, Jorn-Steffen & Schwandt, Hannes, 2018. "Poorly measured confounders are more useful on the left than on the right," LSE Research Online Documents on Economics 88690, London School of Economics and Political Science, LSE Library.
   • Pei, Zhuan & Pischke, Jorn-Steffen & Schwandt, Hannes, 2018. "Poorly measured confounders are more useful on the left than on the right," LSE Research Online Documents on Economics 88352, London School of Economics and Political Science, LSE Library.
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   • Zhuan Pei & Jörn-Steffen Pischke & Hannes Schwandt, 2018. "Poorly measured confounders are more useful on the left than on the right," CEP Discussion Papers dp1539, Centre for Economic Performance, LSE.
7. Di Addario, Sabrina & Kline, Patrick & Saggio, Raffaele & Sølvsten, Mikkel, 2023. "It ain’t where you’re from, it’s where you’re at: Hiring origins, firm heterogeneity, and wages," Journal of Econometrics, Elsevier, vol. 233(2), pages 340-374.
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   • Di Addario, Sabrina & Kline, Patrick & Saggio, Raffaele & Sølvsten, Mikkel, 2021. "'It Ain't Where You're from, It's Where You're At': Hiring Origins, Firm Heterogeneity, and Wages," IZA Discussion Papers 14446, Institute of Labor Economics (IZA).
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10. Michal Koles'ar & Ulrich K. Muller & Sebastian T. Roelsgaard, 2023. "The Fragility of Sparsity," Papers 2311.02299, arXiv.org, revised Mar 2025.
11. Sullivan Hu'e & S'ebastien Laurent & Ulrich Aiounou & Emmanuel Flachaire, 2025. "Estimation in high-dimensional linear regression: Post-Double-Autometrics as an alternative to Post-Double-Lasso," Papers 2511.21257, arXiv.org.
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14. Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong, 2024. "Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic," Journal of Econometrics, Elsevier, vol. 239(2).
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18. Patrick Kline & Raffaele Saggio & Mikkel Sølvsten, 2020. "Leave‐Out Estimation of Variance Components," Econometrica, Econometric Society, vol. 88(5), pages 1859-1898, September.
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19. Braun, Martin & Verdier, Valentin, 2023. "Estimation of spillover effects with matched data or longitudinal network data," Journal of Econometrics, Elsevier, vol. 233(2), pages 689-714.
20. Kuanhao Jiang & Rajarshi Mukherjee & Subhabrata Sen & Pragya Sur, 2022. "A New Central Limit Theorem for the Augmented IPW Estimator: Variance Inflation, Cross-Fit Covariance and Beyond," Papers 2205.10198, arXiv.org, revised Oct 2022.
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22. Jose Luis Montiel Olea & Pietro Ortoleva & Mallesh M Pai & Andrea Prat, 2019. "Competing Models," Papers 1907.03809, arXiv.org, revised Nov 2021.
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23. Mittag, Nikolas, 2019. "A simple method to estimate large fixed effects models applied to wage determinants," Labour Economics, Elsevier, vol. 61(C).
24. Ng Cheuk Fai, 2022. "Robust Inference in High Dimensional Linear Model with Cluster Dependence," Papers 2212.05554, arXiv.org.
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26. Riccardo D'Adamo, 2018. "Cluster-Robust Standard Errors for Linear Regression Models with Many Controls," Papers 1806.07314, arXiv.org, revised Apr 2019.
27. Sabrina Di Addario & Patrick Kline & Raffaele Saggio & Mikkel Soelvsten, 2022. "It ain't where you're from it's where you're at: firm effects, state dependence, and the gender wage gap," Temi di discussione (Economic working papers) 1374, Bank of Italy, Economic Research and International Relations Area.
28. Tom Boot & Didier Nibbering, 2024. "Inference on LATEs with covariates," Papers 2402.12607, arXiv.org, revised Nov 2024.
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