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Econometrics is a field of statistics dealing with applications to economics.

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Control variable on same level as fixed effect

There is a panel dataset with daily observations over two years and a control variable that changes on a monthly level and is the same for all units, so for all units within a month it takes the same …
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Treatment effect estimation for policy change in time series

I have time series data and want to estimate the impact of a policy change on an outcome. The policy comes into effect at some point and remains active for the rest of the sample period. So I only hav …
jacob2881's user avatar