1 citations · 1 across the 2 of their papers we have counts for
3 papers
stat.ME2026
Honest Inference for High-Dimensional Linear Models
Dennis Lim, Pengjin Min, Jonathan H. W. Tan +1
We propose a heteroskedasticity-robust and dimention-adaptive test for multiple linear restric- tions in sparse high-dimensional linear regression models. It combines desparsified…
econ.EM2024★ 1 cited
A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
Dennis Lim, Wenjie Wang, Yichong Zhang
Weak-identification-robust tests for instrumental variable (IV) regressions are typically developed separately depending on whether the number of IVs is treated as fixed or increas…
econ.EM2022
A Conditional Linear Combination Test with Many Weak Instruments
Dennis Lim, Wenjie Wang, Yichong Zhang
We consider a linear combination of jackknife Anderson-Rubin (AR), jackknife Lagrangian multiplier (LM), and orthogonalized jackknife LM tests for inference in IV regressions with…