. 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 …

identification result in the context of a nonlinear panel data regression model with additively separable fixed effects. It provides …

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

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. …