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Michael Gmeiner's user avatar
Michael Gmeiner's user avatar
Michael Gmeiner's user avatar
Michael Gmeiner
  • Member for 2 years, 10 months
  • Last seen this week
7 votes
1 answer
148 views

Incidental Parameters and Poisson Regression

7 votes
2 answers
269 views

Testing for serial correlation with General Regressors

7 votes
0 answers
157 views

Is 2SLS asymptotically MLE?

7 votes
1 answer
76 views

Portion of Derivation of F-test

6 votes
2 answers
325 views

Infinite Variance Regressors

6 votes
3 answers
374 views

Does I(1) imply a process is cointegrated with its lag?

6 votes
1 answer
103 views

Doraszelski and Jaumandreu (2018) Intuition

5 votes
1 answer
75 views

C-statistic when one estimation is just identified

5 votes
1 answer
151 views

Lasso Double Selection Stata Commands

5 votes
1 answer
121 views

Equation 3.3.8 in Mostly Harmless Econometrics

4 votes
1 answer
103 views

Serial Correlation in Probit/Logit, Consistency?

4 votes
1 answer
69 views

Proof that a Unit Root process is Difference Stationary

4 votes
1 answer
73 views

Bootstrap always valid under asymptotic Normality?

4 votes
1 answer
348 views

Seemingly Unrelated Regression Estimation - Equivalent to OLS Standard errors?

4 votes
1 answer
176 views

Non CES Production Functions

3 votes
0 answers
920 views

Kleibergen Paap F-statistic

3 votes
0 answers
57 views

AR(q) Strongly Stationary

3 votes
1 answer
366 views

Durbin Watson Test for an AR(1) process

3 votes
1 answer
239 views

Subsampling vs. m out of n bootstrap

3 votes
1 answer
86 views

"Efficiency" of a kernel

3 votes
0 answers
121 views

Weighted OLS with weights as a regressor

3 votes
1 answer
114 views

Non-symmetric RD bandwidth?

3 votes
1 answer
82 views

Econometrics - Kernel Bandwidth Formula

3 votes
1 answer
191 views

Are there any unbiased but inconsistent estimators that are commonly used?

3 votes
0 answers
39 views

Do t-stats created with robust standard errors follow a t-distribution in finite samples?

2 votes
1 answer
52 views

Fixed Effects with lagged dependent variable, how is the average calculated?

1 vote
1 answer
334 views

Why is N*R^2 called an "LM test"?

1 vote
1 answer
52 views

Synthetic Control Asymptotics

1 vote
0 answers
72 views

Stata command for Dynamic Panel Production Function estimation

1 vote
0 answers
58 views

Clustering Degrees of Freedom Correction