Pages that link to "Item:Q4559713"
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The following pages link to Inference in Linear Regression Models with Many Covariates and Heteroscedasticity (Q4559713):
Displayed 25 items.
- A nonparametric measure of heteroskedasticity (Q830680) (← links)
- Residual bootstrap tests in linear models with many regressors (Q1739866) (← links)
- Almost unbiased variance estimation in linear regressions with many covariates (Q1787676) (← links)
- Mallows criterion for heteroskedastic linear regressions with many regressors (Q2036956) (← links)
- On rank estimators in increasing dimensions (Q2294449) (← links)
- Variable selection in panel models with breaks (Q2323384) (← links)
- Non-separable models with high-dimensional data (Q2330742) (← links)
- High dimensional semiparametric moment restriction models (Q2682952) (← links)
- The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters (Q2684684) (← links)
- It ain't where you're from, it's where you're at: hiring origins, firm heterogeneity, and wages (Q2693911) (← links)
- Estimation of spillover effects with matched data or longitudinal network data (Q2693954) (← links)
- Most powerful test against a sequence of high dimensional local alternatives (Q2697980) (← links)
- INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS (Q4993890) (← links)
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
- On the Properties of the Synthetic Control Estimator with Many Periods and Many Controls (Q5881961) (← links)
- Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates (Q5885113) (← links)
- Identification and estimation of spillover effects in randomized experiments (Q6090542) (← links)
- Jackknife estimation of a cluster-sample IV regression model with many weak instruments (Q6108326) (← links)
- STATISTICAL INFERENCE WITH <i>F</i>-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA (Q6145544) (← links)
- Inference on the best policies with many covariates (Q6150530) (← links)
- Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic (Q6150537) (← links)
- Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic (Q6163274) (← links)
- Testing many restrictions under heteroskedasticity (Q6175550) (← links)
- Empirical Likelihood and Uniform Convergence Rates for Dyadic Kernel Density Estimation (Q6190700) (← links)
- Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators (Q6199660) (← links)