Two-Step Estimation and Inference with Possibly Many Included Covariates
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Publication:5013998
DOI10.1093/restud/rdy053zbMath1483.62090arXiv1807.10100OpenAlexW2883711290MaRDI 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
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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