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This study provides new mechanisms for identifying and estimating explosive bubbles in mixed-root panel autoregressions with a latent group structure. A post-clustering approach is employed that combines a recursive $k$-means clustering algorithm with panel-data test statistics for testing the...
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This paper examines regression-adjusted estimation and inference of unconditional quantile treatment effects (QTEs … addition to the strata indicators. We propose to incorporate these extra covariates via auxiliary regressions in the estimation …
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