2 papers
econ.EM2026
Logit-based alternatives to two-stage least squares
Denis Chetverikov, Jinyong Hahn, Zhipeng Liao +1
We propose logit-based IV and augmented logit-based IV estimators that serve as alternatives to the traditionally used 2SLS estimator in the model where both the endogenous treatme…
econ.EM2026
Model Selection in Panel Data Models: A Generalization of the Vuong Test
Jinyong Hahn, Zhipeng Liao, Konrad Menzel +1
This paper generalizes the classical Vuong (1989) test to panel data models by employing modified profile likelihoods and the Kullback-Leibler information criterion. Unlike the sta…