60 citations · 87 across the 11 of their papers we have counts for
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math.ST2015★ 6 cited
Inference in Linear Regression Models with Many Covariates and Heteroskedasticity
Matias D. Cattaneo, Michael Jansson, Whitney K. Newey
The linear regression model is widely used in empirical work in Economics, Statistics, and many other disciplines. Researchers often include many covariates in their linear model s…
math.ST2015
Alternative Asymptotics and the Partially Linear Model with Many Regressors
Matias D. Cattaneo, Michael Jansson, Whitney K. Newey
Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical i…