Pages that link to "Item:Q5013998"

The following pages link to Two-Step Estimation and Inference with Possibly Many Included Covariates (Q5013998):

Displaying 15 items.

• Mallows criterion for heteroskedastic linear regressions with many regressors (Q2036956) (← links)
• Analytical bias correction for two-step fixed effects models with copula-distributed errors (Q2158375) (← links)
• Survey weighted estimating equation inference with nuisance functionals (Q2173193) (← links)
• Non-separable models with high-dimensional data (Q2330742) (← links)
• The costs and benefits of uniformly valid causal inference with high-dimensional nuisance parameters (Q2684684) (← links)
• A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
• Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators (Q5040541) (← links)
• Robust Inference Using Inverse Probability Weighting (Q5146038) (← links)
• Heteroscedasticity-Robust Inference in Linear Regression Models With Many Covariates (Q5885113) (← links)
• IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR (Q6078285) (← 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)
• Locally Robust Semiparametric Estimation (Q6181688) (← links)
• Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators (Q6199660) (← links)