Inference on the best policies with many covariates (Q6150530): Difference between revisions

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+Inference in regression models with many regressors
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+Giving According to GARP: An Experimental Test of the Consistency of Preferences for Altruism
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+Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
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+Inference on Treatment Effects after Selection among High-Dimensional Controls
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+Two-Step Estimation and Inference with Possibly Many Included Covariates
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+ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
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+Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
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+Double/debiased machine learning for treatment and structural parameters
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+Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors
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+Intersection Bounds: Estimation and Inference
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+Meta-Analysis With Fixed, Unknown, Study-Specific Parameters
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+Tweedie’s Formula and Selection Bias
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+Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
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+On robust regression with high-dimensional predictors
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+Can we trust the bootstrap in high-dimension?
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+To How Many Simultaneous Hypothesis Tests Can Normal, Student's<i>t</i>or Bootstrap Calibration Be Applied?
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+Statistical Foundations of Data Science
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+Are discoveries spurious? Distributions of maximum spurious correlations and their applications
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+Guarding against Spurious Discoveries in High Dimensions
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+Robust inference on average treatment effects with possibly more covariates than observations
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+On asymptotically optimal confidence regions and tests for high-dimensional models
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+Bootstrap confidence intervals and hypothesis tests for extrema of parameters
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+Robust regression: Asymptotics, conjectures and Monte Carlo
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+Estimating treatment effect heterogeneity in randomized program evaluation
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+Estimation and inference of treatment effects with \(L_2\)-boosting in high-dimensional settings
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+Bootstrap and wild bootstrap for high dimensional linear models
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Confidence Intervals for Population Ranks in the Presence of Ties and Near Ties
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+Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
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