3 citations · 5 across the 4 of their papers we have counts for
5 papers
Estimation and exclusion restrictions in clustered linear models
Anna Mikusheva, Mikkel Sølvsten, Baiyun Jing
We study linear regression models with clustered data, high-dimensional controls, and intricate exclusion restrictions. We propose a correctly centered internal instrument IV estim…
Linear Regression with Weak Exogeneity
Anna Mikusheva, Mikkel Sølvsten
This paper studies linear time series regressions with many regressors. Weak exogeneity is the most used identifying assumption in time series. Weak exogeneity requires the structu…
Testing Firm Conduct
Marco Duarte, Lorenzo Magnolfi, Mikkel Sølvsten +1
Evaluating policy in imperfectly competitive markets requires understanding firm behavior. While researchers test conduct via model selection and assessment, we present advantages…
Testing Many Restrictions Under Heteroskedasticity
Stanislav Anatolyev, Mikkel Sølvsten
We propose a hypothesis test that allows for many tested restrictions in a heteroskedastic linear regression model. The test compares the conventional F statistic to a critical val…
Leave-out estimation of variance components
Patrick Kline, Raffaele Saggio, Mikkel Sølvsten
We propose leave-out estimators of quadratic forms designed for the study of linear models with unrestricted heteroscedasticity. Applications include analysis of variance and tests…