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Unit roots in the presence of abrupt governmental interventions with an appli...
This paper considers econometric issues related to time-series data that have been subject to abrupt governmental interventions. The motivating example for this study is the... -
Jackknife instrumental variables estimation (replication data)
Two-stage-least-squares (2SLS) estimates are biased towards the probability limit of OLS estimates. This bias grows with the degree of over-identification and can generate...