mdcattaneo / replication-CJN_2018_ET

Replication: Cattaneo, Jansson and Newey (2018, ET)

Replication files for simulation results.

Reference

Cattaneo, Jansson and Newey (2018): Alternative Asymptotics and the Partially Linear Model with Many Regressors.
Econometric Theory 34(2): 277-301.
DOI: 10.1017/S026646661600013X