David T. Jacho-Chávez

Rate-Agnostic Wald Inference for Dyadic Regressions

This paper develops Wald inference for least-squares estimation of linear regression models on dyadic data, accommodating configurations where multiple observations share the same pair of units (e.g., directed flows, multilayer networks, and dyadic panels). We establish that the dyadic-robust Wald statistic is asymptot...