https://doi.org/10.4169/amer.math.monthly.124.2.170 https://www.jstor.org/stable/10.4169/amer.math.monthly.124.2.170 We consider the problem of characterizing all ...
This article was published in Scientific American’s former blog network and reflects the views of the author, not necessarily those of Scientific American On this very special Valentine’s Day episode ...
Limit theory is developed for the dynamic panel IV estimator in the presence of an autoregressive root near unity. In the unit root case, Anderson–Hsiao lagged variable instruments satisfy ...