Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
Author:
Affiliation:
1. Department of Economics and Department of Statistics, University of Michigan, Ann Arbor, MI
2. Department of Economics, University of California Berkeley, CA
3. CREATES, Aarhus University, Denmark
4. Department of Economics, MIT, Cambridge, MA
Funder
Directorate for Social, Behavioral and Economic Sciences
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/01621459.2017.1328360
Reference42 articles.
1. Inference for Misspecified Models With Fixed Regressors
2. Inference in regression models with many regressors
3. When to Control for Covariates? Panel Asymptotics for Estimates of Treatment Effects
4. Some new asymptotic theory for least squares series: Pointwise and uniform results
5. Inference on Treatment Effects after Selection among High-Dimensional Controls
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