. Efficient estimators and uniformly valid confidence intervals for regression coefficients on target variables (e.g., treatment … or policy variable) in a high-dimensional approximately sparse regression model, for average treatment effect (ATE) and … heteroscedastic and non-Gaussian errors are implemented. Moreover, joint/ simultaneous confidence intervals for regression …

This paper studies linear panel regression models in which the unobserved error term is an unknown smooth function of … of the regression parameters in this setting as the number of individuals and the number of time periods grow to infinity …

This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable …