in the econometrics field — in the IV and RDD fronts. I then present a practical guide on regression diagnostics …This chapter surveys the usage of Instrumental Variables (IVs) and Regression Discontinuity Designs (RDDs) in economic …

wide application of these methods as a "credibility revolution" in econometrics that has finally provided persuasive … crisis in econometrics. …

. Appropriate general method of moments (GMM) estimation needs inverses of n-by-n matrices and an optimization complexity of the … (2008) have proposed a linearized version of the GMM estimator that avoids the infeasible problem of inverting n …-by-n matrices when employing large samples. They show that standard GMM reduces to a nonlinear two-stage least squares problem. On …

This is the essential companion to the second edition of Jeffrey Wooldridge's widely used graduate econometrics text …

quantile and logistic regression and a sample of 22 countries, of which 16 EU members and 6 OECD members, during the 2008 2019 …, i.e., when the CDS level is small. In addition, based on a logit regression model, we show that the level of …

) models. Using the GMM interpretation of the usual OLS and GLS/FGLS estimation of regression coefficients in SUR models, we … of regression coefficients. As a result, our paper extends the current SUR literature on the numerical equality of the …

and Jamaica using a time-series data for the latter and a panel data for both. The methodology of GMM time …-series estimation is used on the Jamaican data (1980-2011) and a Two Stage Least Square Regression model is used for the panel data …