mdcattaneo / replication-CJN_2018_JASA

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

Replication files for simulation results.

Reference

Cattaneo, Jansson and Newey (2018): Inference in Linear Regression Models with Many Covariates and Heteroscedasticity.
Journal of the American Statistical Association 113(523): 1350-1361.
Supplemental
DOI: 10.1080/01621459.2017.1328360