Before revision:  Based on consistent covariance estimation, our method allows for constructing confidence intervals and sta- tistical tests for single or low-dimensional components of beta_0 . In Monte-Carlo simulations we analyze the finite sample behavior of our estimator.
After revision:  Based on consistent covariance estimation, our method allows for constructing confidence intervals and sta- tistical tests for single or low-dimensional components of \beta^0 . In Monte-Carlo simulations we analyze the finite sample behavior of our estimator.