23 citations · 25 across the 3 of their papers we have counts for
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stat.ME2016★ 2 cited
Central Limit Theory for Combined Cross-Section and Time Series with an Application to Aggregate Productivity Shocks
Jinyong Hahn, Guido Kuersteiner, Maurizio Mazzocco
Combining cross-section and time series data is a long and well established practice in empirical economics. We develop a central limit theory that explicitly accounts for possible…
stat.ME2015★ 23 cited
Estimation with Aggregate Shocks
Jinyong Hahn, Guido Kuersteiner, Maurizio Mazzocco
Aggregate shocks affect most households' and firms' decisions. Using three stylized models we show that inference based on cross-sectional data alone generally fails to correctly a…