Two-Step Estimation and Inference with Possibly Many Included Covariates

DOI10.1093/RESTUD/RDY053zbMath1483.62090arXiv1807.10100OpenAlexW2883711290WikidataQ129227631 ScholiaQ129227631MaRDI QIDQ5013998

Matias D. Cattaneo, Xinwei Ma, Michael Jansson

Publication date: 3 December 2021

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.10100

zbMATH Keywords

resampling methodsbias correctionM-estimationrobust inferencemany covariates asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

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