Blogs
Research notes and short essays by topic.
Econometrics
Identification and Estimation
- Blog note: The difference between identification and estimation
- PDF: Open PDF
GMM standard error example
- Blog note: GMM standard error example under overidentification
- PDF: Open PDF
Use simulation to calculate integral
- Blog note: Monte Carlo, Importance Sampling, Halton Draw (Quasi-MC)
- PDF: Open PDF