Research Interests
Cluster Robust Inference In High Dimensional Linear Regression
Recent Publications
Working Papers
Anatolyev, S. and Ng, C. F. VCE_MCOV: Stata module to compute the Leave-Cluster-Out-Crossfit (LCOC) variance estimates for user-chosen coefficients in a linear regression model, Statistical Software Components S459293, Boston College Department of Economics, (2024)Teaching
MPhil - R300 Econometrics I
Supervisory Team
Supervisor
Dr Julius Vainora
Advisor
Dr Melvyn Weeks
