Inference in Linear Regression Models with Many Covariates and Heteroscedasticity

DOI10.1080/01621459.2017.1328360zbMath1402.62036arXiv1507.02493OpenAlexW4239679701MaRDI QIDQ4559713

Matias D. Cattaneo, Whitney K. Newey, Michael Jansson

Publication date: 4 December 2018

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.02493

zbMATH Keywords

heteroscedasticitylinear regressionhigh-dimensional modelsstandard errorsmany regressors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Fuzziness, and linear inference and regression (62J86)

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