User Hirek

22 votes

2 answers

7k views

What is the difference between conditioning on regressors vs. treating them as fixed?

asked Apr 4, 2015 at 17:58

9 votes

1 answer

20k views

Distribution of sum of squares of normals that have mean zero but not variance one?

asked Dec 15, 2015 at 0:06

7 votes

2 answers

2k views

Speeding up hat matrices like $X(X'X)^{-1}X'$ (projection matrices) and other aspects of custom-built estimator when software runs out of memory

asked Mar 2, 2015 at 12:28

6 votes

3 answers

22k views

Why do degrees of freedom impact statistical power?

asked Feb 3, 2015 at 10:03

6 votes

3 answers

6k views

Clustering in Instrumental Variables Regression?

asked Feb 15, 2015 at 18:09

5 votes

0 answers

378 views

Characteristic functions can establish stochastic dominance?

asked Feb 7, 2015 at 10:25

4 votes

1 answer

874 views

How can I prove stochastic dominance if I don't know the CDF?

asked Feb 7, 2015 at 23:36

4 votes

1 answer

5k views

Difference between random walk and process integrated of order one?

asked Mar 15, 2015 at 12:27

3 votes

2 answers

328 views

Deriving the common LIML estimator from first principles

asked Feb 23, 2015 at 12:46

3 votes

1 answer

82 views

Going from derived estimators to their implementation in software

asked Mar 3, 2015 at 19:47

3 votes

0 answers

330 views

Deriving the log-likelihood with heteroskedastic errors in linear IV model (with interesting applications once done)

asked Jan 1, 2015 at 21:26

1 vote

1 answer

211 views

Is LIML consistent under heteroskedastic errors?

asked Feb 26, 2015 at 22:00

1 vote

0 answers

207 views

Is the application of the Frisch-Waugh-Lovell Theorem really necessary?

asked Mar 4, 2015 at 1:27

1 vote

1 answer

300 views

Is there a central limit theorem for i.n.i.d. variables when normalised by inconsistent variance estimate?

asked Dec 20, 2015 at 7:42

0 votes

0 answers

359 views

How to detect clustering or related anomalies in cross-section data

asked Feb 23, 2015 at 21:47

Stack Exchange Network

15 Questions

What is the difference between conditioning on regressors vs. treating them as fixed?

Distribution of sum of squares of normals that have mean zero but not variance one?

Speeding up hat matrices like $X(X'X)^{-1}X'$ (projection matrices) and other aspects of custom-built estimator when software runs out of memory

Why do degrees of freedom impact statistical power?

Clustering in Instrumental Variables Regression?

Characteristic functions can establish stochastic dominance?

How can I prove stochastic dominance if I don't know the CDF?

Difference between random walk and process integrated of order one?

Deriving the common LIML estimator from first principles

Going from derived estimators to their implementation in software

Deriving the log-likelihood with heteroskedastic errors in linear IV model (with interesting applications once done)

Is LIML consistent under heteroskedastic errors?

Is the application of the Frisch-Waugh-Lovell Theorem really necessary?

Is there a central limit theorem for i.n.i.d. variables when normalised by inconsistent variance estimate?

How to detect clustering or related anomalies in cross-section data