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Binary response model with many weak instruments (replication data)
Data and replication information for empirical applications in the paper "Binary response model with many weak instruments" by Dakyung Seong (Journal of Applied Econometrics) -
Animated gifs and corresponding pdfs for trade-off problem for Regularization...
Gif files (also with pdf versions) that demonstrate the trade-off problem, so how the values of tidal parameters change for different trade-off parameter, with indication of the... -
A regularization approach to common correlated effects estimation (replicatio...
Cross-section average-augmented panel regressions introduced by Pesaran (2006) have been a popular empirical tool to estimate panel data models with common factors. However, the...
