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A rejoint le programme le : 19 sept. 2021
Posts (2)
18 mars 2022 ∙ 1 min
Consistency in the presence of nonstationarity? Single time-series vs two-level panel data
No cointegration: Single time-series (y_t=\alpha+x_t\beta): Spurious regression, OLS inconsistent (Hamilton, 1994 pg. 592). Two-level...
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27 févr. 2022 ∙ 2 min
When clustered errors and how? A short guide
(Abadie et al, WP 2017) When should we cluster s.e.? We should cluster if: Cluster sampling. Random sampling and cluster assignment...
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