41 citations · 43 across the 10 of their papers we have counts for
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math.ST2018
Heteroskedasticity-robust inference in linear regression models with many covariates
Koen Jochmans
We consider inference in linear regression models that is robust to heteroskedasticity and the presence of many control variables. When the number of control variables increases at…
econ.EM2018
Inference on a Distribution from Noisy Draws
Koen Jochmans, Martin Weidner
We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice…