Leave‐Out Estimation of Variance Components
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Publication:4992153
DOI10.3982/ECTA16410zbMath1467.62088arXiv1806.01494OpenAlexW2974211056MaRDI QIDQ4992153
Raffaele Saggio, Patrick Kline, Mikkel Sølvsten
Publication date: 7 June 2021
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.01494
heteroscedasticityfixed effectsvariance componentsrandom projectionweak identificationmany regressorsleave-out estimation
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)
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