2 papers
econ.EM2023
Clustered Covariate Regression
Abdul-Nasah Soale, Emmanuel Selorm Tsyawo
High covariate dimensionality is increasingly occurrent in model estimation, and existing techniques to address this issue typically require sparsity or discrete heterogeneity of t…
econ.EM2022
A Consistent ICM-based Specification Test
Feiyu Jiang, Emmanuel Selorm Tsyawo
In spite of the omnibus property of Integrated Conditional Moment (ICM) specification tests, they are not commonly used in empirical practice owing to features such as the non-pivo…