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Antonio F. Galvao & Jungmo Yoon. (2023) HAC Covariance Matrix Estimation in Quantile Regression. Journal of the American Statistical Association 0:0, pages 1-12.
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Lin Liu, Rajarshi Mukherjee & James M. Robins. (2024) Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators. Journal of Econometrics 240:2, pages 105500.
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T. Tony Cai, Zijian Guo & Yin Xia. (2023) Rejoinder on: statistical inference and large-scale multiple testing for high-dimensional regression models. TEST 32:4, pages 1187-1194.
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Stanislav Anatolyev & Mikkel Sølvsten. (2023) Testing many restrictions under heteroskedasticity. Journal of Econometrics 236:1, pages 105473.
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Kaspar Wüthrich & Ying Zhu. (2023) Omitted Variable Bias of Lasso-Based Inference Methods: A Finite Sample Analysis. Review of Economics and Statistics, pages 1-16.
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