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...
Main Authors: | , , |
---|---|
Other Authors: | |
Format: | Article |
Language: | English |
Published: |
Cambridge University Press,
2018-03-29T13:38:56Z.
|
Subjects: | |
Online Access: | Get fulltext |