Moment-Based Estimation of Linear Panel Data Models with Factor-Augmented Errors Author(s) Nicholas Brown Read more about Moment-Based Estimation of Linear Panel Data Models with Factor-Augmented Errors
Information Equivalence Among Transformations of Semiparametric Nonlinear Panel Data Models Author(s) Nicholas Brown Read more about Information Equivalence Among Transformations of Semiparametric Nonlinear Panel Data Models
US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM Author(s) Allan Gregory James McNeil Gregor W. Smith Read more about US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM
Fast And Wild: Bootstrap Inference In Stata Using Boottest Author(s) David Roodman James G. MacKinnon Matthew D. Webb Morten Ø. Nielsen Read more about Fast And Wild: Bootstrap Inference In Stata Using Boottest
Confidence Sets Based On Inverting Anderson-rubin Tests Author(s) James G. MacKinnon Russell Davidson Read more about Confidence Sets Based On Inverting Anderson-rubin Tests
