investigate the performance of stacked DID estimators. We show that the most basic stacked estimator does not identify the target … bias can be eliminated using corrective sample weights. We present a weighted stacked DID estimator, and show that it … correctly identifies the target aggregate, providing justification for using the estimator in applied work …

approximation algorithm is provided that enables accurate computation of the estimator in very large datasets. We study the large … sample properties of our estimator allowing the number of regressors to grow in proportion to the number of observations …

In the early 1940s, Haavelmo proposed a probabilistic structure for econometric modeling, aiming to make econometrics … initiated his own seminal development of statistical decision theory. Haavelmo favorably cited Wald, but econometrics …

encountered often in health and other applications. The paper's main motivation is that the applied econometrics literature lacks …

We propose a conformant likelihood estimator with exogeneity restrictions (CLEER) for random coefficients discrete … estimator is both efficient and conformant: its rates of convergence will be the fastest possible given the variation available … in the data. The researcher does not need to pre-test or adjust the estimator and the inference procedure is valid across …

the finite sample performance of the BLP estimator, particularly when using well-targeted summary statistics or "optimal …