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A One-Covariate-at-a-Time Method for Nonparametric Additive Models
Similarly to Chudik, Kapetanios and Pesaran (2018), we consider the statistical significance of individual nonparametric additive components one at a time and take into account the multiple testing nature of the problem.
Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects
We consider the construction of confidence intervals for treatment effects estimated using panel models with interactive fixed effects.
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