Hansen于1996年在《Econometrica》上发表文章《Inference when a nuisance parameter is not identified under the null hypothesis》,提出了时间序列门限自回归模型(TAR)的估计和检验。之后,他在门限模型上连续追踪,发表了几篇经典文章,尤其是1999年的《Threshold effects in non-dynamic panels: Estimation, testing and...
outreg2 using result_1.doc,replace tstat bdec(3) tdec(2) ctitle(ln_w,Full-sample)addtext(Controls, No,Year Effect, Yes) keep(did treated*) xtreg ln_w did treated* $xlist i.year ,fe outreg2 using result_1.doc,append tstat bdec(3) tdec(2) ctitle(ln_w,Full-sample)addtext(Con...
{result: 21.3} in the sample" display "{text}mpg {c |} {result}21.3" display "{text}mpg {c |} {result:21.3}" display "error: variable not found" display "{txt}the variable mpg has mean {res:21.3} in the sample" display "When using the {cmd:summarize} command, specify" display...
leads to a wrongly signed effect of physician advice on drinking intensity, b) accounting for treatment endogeneity but neglecting endogenous participation leads to an upward biased estimate of the treatment effect, and c) advice only affects the drinking-intensive margin but not drinking prevalence. ...
() not found or without argument */ di in re "option hi() required" exit 198 } local hi "$S_2" /* argument */ local rest "$S_3" /* `*', with hi() removed */ * parse the rest local varlist "ex min(2) max(2)" local options "*" parse "`rest'" tempvar hiy local ...
display “{text}mpg {c |} {result:21.3}” display “error: variable not found” display “{txt}the variable mpg has mean {res:21.3} in the sample” display “When using the {cmd:summarize} command, specify” display “{cmdab:su:mmarize}[{it:varlist}][{it:weight}][{cmdab:if} ...
For additional postestimation tables specifically tailored to fixed effect models, see thesumhdfepackage. The syntax ofestat summarizeandpredictis: estat summarize Summarizesdepvarand the variables described in_b(i.e. not the excluded instruments) ...
display "{text}mpg {c |} {result:21.3}" display "error: variable not found" display "{txt}the variable mpg has mean {res:21.3} in the sample" display "When using the {cmd:summarize} command, specify" display "{cmdab:su:mmarize}[{it:varlist}][{it:weight}][{cmdab:if} {it:exp...
> if there are missing returns and fill or arfillevent options are not enabled. Although often found in publications, I recommend against using CAAR graphs becaus > e they give the false impression that CAARs resemble the returns of a held portfolio of event firms. ...
Hansen于1996年在《Econometrica》上发表文章《Inference when a nuisance parameter is not identified under the null hypothesis》,提出了时间序列门限自回归模型(TAR)的估计和检验。之后,他在门限模型上连续追踪,发表了几篇经典文章,尤其是1999年的《Threshold effects in non-dynamic panels: Estimation, testing and...