TY  - JOUR
TI  - Estimation and Confidence Regions for Parameter Sets in Econometric Models
AU  - Victor Chernozhukov
AU  - Han Hong
AU  - Elie Tamer
JO  - Econometrica
PY  - 2007
VL  - 75
IS  - 5
DO  - 10.1111/j.1468-0262.2007.00794.x
UR  - https://doi.org/10.1111/j.1468-0262.2007.00794.x
ER  -


TY  - JOUR
TI  - The Asymptotic Variance of Semiparametric Estimators
AU  - Whitney K. Newey
JO  - Econometrica
PY  - 1994
VL  - 62
IS  - 6
DO  - 10.2307/2951752
UR  - https://doi.org/10.2307/2951752
ER  -


TY  - JOUR
TI  - A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
AU  - Halbert White
JO  - Econometrica
PY  - 1980
VL  - 48
IS  - 4
DO  - 10.2307/1912934
UR  - https://doi.org/10.2307/1912934
ER  -


TY  - JOUR
TI  - A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
AU  - Whitney K. Newey
AU  - Kenneth D. West
JO  - Econometrica
PY  - 1987
VL  - 55
IS  - 3
DO  - 10.2307/1913610
UR  - https://doi.org/10.2307/1913610
ER  -


TY  - JOUR
TI  - Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
AU  - Donald W. K. Andrews
JO  - Econometrica
PY  - 1991
VL  - 59
IS  - 3
DO  - 10.2307/2938229
UR  - https://doi.org/10.2307/2938229
ER  -


TY  - JOUR
TI  - Instrumental Variables Regression with Weak Instruments
AU  - Douglas Staiger
AU  - James H. Stock
JO  - Econometrica
PY  - 1997
VL  - 65
IS  - 3
DO  - 10.2307/2171753
UR  - https://doi.org/10.2307/2171753
ER  -


TY  - JOUR
TI  - Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
AU  - Manuel Arellano
AU  - Stephen Bond
JO  - The Review of Economic Studies
PY  - 1991
VL  - 58
IS  - 2
DO  - 10.2307/2297968
UR  - https://doi.org/10.2307/2297968
ER  -


TY  - JOUR
TI  - Inference on Counterfactual Distributions
AU  - Victor Chernozhukov
AU  - Iván Fernández-Val
AU  - Blaise Melly
JO  - Econometrica
PY  - 2013
VL  - 81
IS  - 6
DO  - 10.3982/ecta10582
UR  - https://doi.org/10.3982/ecta10582
ER  -


TY  - JOUR
TI  - Estimating average causal effects under general interference, with application to a social network experiment
AU  - Peter M. Aronow
AU  - Cyrus Samii
JO  - The Annals of Applied Statistics
PY  - 2017
VL  - 11
IS  - 4
DO  - 10.1214/16-aoas1005
UR  - https://doi.org/10.1214/16-aoas1005
ER  -


TY  - JOUR
TI  - Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
AU  - M. Hashem Pesaran
JO  - Econometrica
PY  - 2006
VL  - 74
IS  - 4
DO  - 10.1111/j.1468-0262.2006.00692.x
UR  - https://doi.org/10.1111/j.1468-0262.2006.00692.x
ER  -


TY  - JOUR
TI  - Inference on Treatment Effects after Selection among High-Dimensional Controls
AU  - A. Belloni
AU  - V. Chernozhukov
AU  - C. Hansen
JO  - The Review of Economic Studies
PY  - 2014
VL  - 81
IS  - 2
DO  - 10.1093/restud/rdt044
UR  - https://doi.org/10.1093/restud/rdt044
ER  -


TY  - JOUR
TI  - Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs
AU  - Sebastian Calonico
AU  - Matias D. Cattaneo
AU  - Rocio Titiunik
JO  - Econometrica
PY  - 2014
VL  - 82
IS  - 6
DO  - 10.3982/ecta11757
UR  - https://doi.org/10.3982/ecta11757
ER  -


TY  - JOUR
TI  - Inference in High Dimensional Linear Measurement Error Models
AU  - Mengyan Li
AU  - Runze Li
AU  - Yanyuan Ma
JO  - Journal of Multivariate Analysis
PY  - 2021
VL  - 184
DO  - 10.1016/j.jmva.2021.104759
UR  - https://doi.org/10.1016/j.jmva.2021.104759
ER  -