Jensen, P. S. and A. H. Würtz (2012). Estimating the effect of a variable in a high-dimensional linear model. The Econometrics Journal 15, 325–357.
During the proofing process, the numbering style for the Assumptions within the article was changed.
Unfortunately, four references to Assumptions O and S were overlooked. These should have been changed to Assumptions 2.1 and 2.2, respectively. The errors appeared in Table 1, and on pages 333 and 346. The online version of the article has been corrected accordingly.
We regret any inconvenience caused by this error.