2 papers
econ.EM2024
Inference on LATEs with covariates
Tom Boot, Didier Nibbering
In theory, two-stage least squares (TSLS) identifies a weighted average of covariate-specific local average treatment effects (LATEs) from a saturated specification, without making…
math.ST2017
Scalable simultaneous inference in high-dimensional linear regression models
Tom Boot, Didier Nibbering
The computational complexity of simultaneous inference methods in high-dimensional linear regression models quickly increases with the number variables. This paper proposes a compu…