ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS

Many empirical studies estimate the structural effect of some variable on an outcome of interest while allowing for many covariates. We present inference methods that account for many covariates. The methods are based on asymptotics where the number of covariates grows as fast as the sample size. We...

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Bibliographic Details
Main Authors: Cattaneo, Matias D., Jansson, Michael, Newey, Whitney K
Other Authors: Massachusetts Institute of Technology. Department of Economics
Format: Article
Published: Cambridge University Press 2018
Online Access:http://hdl.handle.net/1721.1/114435
https://orcid.org/0000-0003-2699-4704