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econ.EM2025
Wild Bootstrap Inference for Linear Regressions with Many Covariates
Wenze Li
We propose a simple modification to the wild bootstrap procedure and establish its asymptotic validity for linear regression models with many covariates and heteroskedastic errors.…
econ.EM2025
An Empirical Comparison of Weak-IV-Robust Procedures in Just-Identified Models
Wenze Li
Instrumental variable (IV) regression is recognized as one of the five core methods for causal inference, as identified by Angrist and Pischke (2008). This paper compares two leadi…