The Covid-19 pandemic has created a need for high frequency employment and income data to gauge the nature and extent of shock and recovery from month to month. Lack of such high frequency household-level data from official sources has forced researchers to rely almost entirely on the Consumer...

Covariate benchmarking is an important part of sensitivity analysis about omitted variable bias and can be used to bound the strength of the unobserved confounder using information and judgments about observed covariates. It is common to carry out formal covariate benchmarking after...

In this paper, I discuss three aspects of the Frisch-Waugh-Lovell theorem. First, I show that the theorem holds for linear instrumental variables estimation of a multiple regression model that is either exactly or overidentified. I show that with linear instrumental variables estimation: (a)...