. 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 …

statistics and proposed inference methods are based on the minimum of the generalized method of moments (GMM) objective function … have good power relative to unrestricted GMM. …

nonparametric regression model with Berkson-type measurement error in the regressors. An estimator is proposed and proven to be … that Berkson errors can clearly not be neglected in nonlinear regression models and that the proposed method represents an …