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.EM2026
Cluster-Robust Inference for Quadratic Forms
Michal Kolesár, Pengjin Min, Wenjie Wang +1
This paper studies inference for quadratic forms of linear regression coefficients with clustered data and many covariates. Our framework covers three important special cases: inst…
econ.EM2025
An Improved Inference for IV Regressions
Liyu Dou, Pengjin Min, Wenjie Wang +1
Empirical instrumental variables (IV) studies often report separate results based on low-dimensional instruments and many base instruments. This paper proposes a combination test t…