Before revision:  We then propose a new clustered standard errors formula that is robust to the inclusion of many controls and allows to carry out valid inference in a variety of high-dimensional linear regression models, including multi-way fixed effects panel data models and the semiparametric partially linear model.
After revision:  We then propose a new clustered standard errors formula that is robust to the inclusion of many controls and allows to carry out valid inference in a variety of high-dimensional linear regression models, including fixed effects panel data models and the semiparametric partially linear model.