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econ.EM2025
Combining Clusters for the Approximate Randomization Test
Chun Pong Lau
This paper develops procedures to combine clusters for the approximate randomization test proposed by Canay, Romano, and Shaikh (2017). Their test can be used to conduct inference…
econ.EM2024
Sensitivity Analysis for Dynamic Discrete Choice Models
Chun Pong Lau
In dynamic discrete choice models, some parameters, such as the discount factor, are being fixed instead of being estimated. This paper proposes two sensitivity analysis procedures…