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Homogeneity pursuit in panel data models: Theory and application (replication...
This paper studies the estimation of a panel data model with latent structures where individuals can be classified into different groups with the slope parameters being... -
Indirect inference with time series observed with error (replication data)
We propose the indirect inference estimator as a consistent method to estimate the parameters of a structural model when the observed series are contaminated by measurement... -
Testing the rationality of expectations of qualitative outcomes (replication ...
This article provides an adequate statistic for testing the rationality of point predictions of categorical outcomes under a subjective median or mode assumption. The test... -
National natural rates of interest and the single monetary policy in the euro...
We estimate time-varying national natural real rates of interest (r?) for the four largest economies of the euro area over 1999-2016. We further derive the associated national... -
Half-panel jackknife fixed-effects estimation of linear panels with weakly ex...
This paper considers estimation and inference in linear panel regression models with lagged dependent variables and/or other weakly exogenous regressors when N (the... -
Slow and Steady Wins the Race: Approximating Nash Equilibria in Nonlinear Qua...
OPTGAME DE Version 1.0 03/2018 for the article titled "Slow and Steady Wins the Race: Approximating Nash Equilibria in Nonlinear Quadratic Tracking Games"
