Why OLS Works in NARDL Models: Trends, Frisch–Waugh–Lovell, and Convergence
Editorial note: This blog was reviewed with ChatGPT 6 Astra to improve readability. This blog is written for applied economists who want a moderately technical account of a…
Editorial note: This blog was reviewed with ChatGPT 6 Astra to improve readability. This blog is written for applied economists who want a moderately technical account of a…
Why can an estimator become less credible when it uses more instruments? Because additional moment conditions are not necessarily additional identifying information. Generalized Method of Moments was a…
Last week, I attended a conference in Greece organized by the University of Piraeus. During the conference, an economist from the Bundesbank told me that this blog was…
A common problem in applied microeconometrics arises when the dependent variable is observed at a very disaggregated level, while the main explanatory variable varies at a more aggregated…
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