Michael Jansson
Selected Publications
Towards a general large sample theory for regularized estimators
We present a general framework for studying regularized estimators; such estimators are pervasive in estimation problems […]
Inference in linear regression models with many covariates and heteroskedasticity
The linear regression model is widely used in empirical work in Economics, Statistics, and many other […]
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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 […]
Treatment effects with many covariates and heteroskedasticity
The linear regression model is widely used in empirical work in Economics. Researchers often include many […]