Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models…. Continue reading.
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models…. Continue reading.
The R package Counterfactual implements the estimation and inference methods of Chernozhukov et al. (2013) for… Continue reading.
The understanding of co-movements, dependence, and influence between variables of interest is key in many applications…. Continue reading.