Cover Image

Variance Estimation with Dependence and Heterogeneous Means

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Yap, Luther
Format:	Preprint
Published:	2026
Subjects:	Econometrics Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Sensitivity Analysis for Linear Estimators
by: Dorn, Jacob, et al.
Published: (2023)

Inference with Many Weak Instruments and Heterogeneity
by: Yap, Luther
Published: (2024)

Estimating Treatment Effects Under Bounded Heterogeneity
by: Kwon, Soonwoo, et al.
Published: (2025)

Identification and Semiparametric Estimation of Conditional Means from Aggregate Data
by: McCartan, Cory, et al.
Published: (2025)

Empirical Bayes Estimation in Heterogeneous Coefficient Panel Models
by: Song, Myunghyun, et al.
Published: (2026)

The Bias-Variance Tradeoff in Long-Term Experimentation
by: Ting, Daniel, et al.
Published: (2025)

Panel Estimation of Taxable Income Elasticities with Heterogeneity and Endogenous Budget Sets
by: Blomquist, Soren, et al.
Published: (2024)

Estimating Heterogeneous Treatment Effects with Item-Level Outcome Data: Insights from Item Response Theory
by: Gilbert, Joshua B., et al.
Published: (2024)

Estimating Counterfactual Matrix Means with Short Panel Data
by: Lei, Lihua, et al.
Published: (2023)

Asymptotic Theory for Two-Way Clustering
by: Yap, Luther
Published: (2023)

Heterogeneous Treatment Effects and Causal Mechanisms
by: Fu, Jiawei, et al.
Published: (2024)

Cross-sectional Dependence in Idiosyncratic Volatility
by: Kalnina, Ilze, et al.
Published: (2024)

K-Means Panel Data Clustering in the Presence of Small Groups
by: Nishi, Mikihito
Published: (2025)

Treatment Effect Heterogeneity in Regression Discontinuity Designs
by: Calonico, Sebastian, et al.
Published: (2025)

Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels
by: Hiraki, Daichi, et al.
Published: (2026)

Limit Theorems for Network Dependent Random Variables
by: Kojevnikov, Denis, et al.
Published: (2019)

Tractable Unified Skew-t Distribution and Copula for Heterogeneous Asymmetries
by: Deng, Lin, et al.
Published: (2025)

Serial-Dependence and Persistence Robust Inference in Predictive Regressions
by: Pitarakis, Jean-Yves
Published: (2025)

Neighborhood Stability in Double/Debiased Machine Learning with Dependent Data
by: Cao, Jianfei, et al.
Published: (2025)

Performance of Empirical Risk Minimization for Linear Regression with Dependent Data
by: Brownlees, Christian, et al.
Published: (2021)

A Practical Guide to Instrumental Variables Methods with Heterogeneous Treatment Effects
by: Słoczyński, Tymon, et al.
Published: (2026)

Extracting Mechanisms from Heterogeneous Effects: An Identification Strategy for Mediation Analysis
by: Fu, Jiawei
Published: (2024)

Heterogeneous Responses to Continuous Treatments: A Cluster-Based Causal Framework
by: Cerqua, Augusto, et al.
Published: (2024)

Semiparametric Estimation of Treatment Effects in Observational Studies with Heterogeneous Partial Interference
by: Qu, Zhaonan, et al.
Published: (2021)

Triply Robust Panel Estimators
by: Athey, Susan, et al.
Published: (2025)

Semiparametric Triple Difference Estimators
by: Akbari, Sina, et al.
Published: (2025)

Estimation of MIDAS Regressions with Errors-in-the-Variables
by: Kaur, Sukhbir, et al.
Published: (2026)

Assessing Heterogeneity of Treatment Effects
by: Kaji, Tetsuya, et al.
Published: (2023)

Doubly Robust Estimators with Weak Overlap
by: Ma, Yukun, et al.
Published: (2023)

Estimating Effects of Long-Term Treatments
by: Huang, Shan, et al.
Published: (2023)

Estimating Program Participation with Partial Validation
by: Denteh, Augustine, et al.
Published: (2025)

Focused Weighted-Average Least Squares Estimator
by: Yin, Shou-Yung
Published: (2026)

Simple Estimation of Semiparametric Models with Measurement Errors
by: Evdokimov, Kirill S., et al.
Published: (2023)

Quasi-Bayesian Estimation and Inference with Control Functions
by: Liu, Ruixuan, et al.
Published: (2024)

Estimation and exclusion restrictions in clustered linear models
by: Mikusheva, Anna, et al.
Published: (2025)

Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions
by: Spady, Richard, et al.
Published: (2020)

On a Debiased and Semiparametric Efficient Changes-in-Changes Estimator
by: Sun, Jinghao, et al.
Published: (2025)

Inference for Low-rank Models without Estimating the Rank
by: Choi, Jungjun, et al.
Published: (2023)

Non-linear Triple Changes Estimator for Targeted Policies
by: Akbari, Sina, et al.
Published: (2024)

Robust Estimation and Inference in Panels with Interactive Fixed Effects
by: Armstrong, Timothy B., et al.
Published: (2022)