This paper uses a set of post-extraction information trees to generally model diverse information and agent specific …

In the standard linear instrumental variables regression model, it must be assumed that the instruments are correlated … relevance by a first-stage F-test. Identification issues also arise in the generalized method of moments model, of which the … linear instrumental variables model is a special case. But I know of no means, in the existing literature, of testing for …

be studied independently of each other. To relax these assumptions, the paper assembles a simultaneous model explaining … bilateral U.S. import volumes and prices. Spending behaves according to the Rotterdam model which, by design, embodies all of …

"Monte Carlo experimentation in econometrics helps 'solve' deterministic problems by simulating stochastic analogues in …