Economics Virtual Symposium 2021

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9: Testing for time-varying Granger causality

Christopher Baum, Jesus Otero and Stan Hurn

8: Multiple hypothesis testing in Stata

Damian Clarke

7: drdid and csdid: Doubly robust DID with multiple time periods

Fernando Rios-Avila

6: Cluster–robust inference: A guide to empirical practice

Matthew Webb, James MacKinnon and Morten Nielsen

5: Inference after model selection

David Drukker

4: Nonlinear difference in differences with panel data

Jeffrey Wooldridge

3: Instrumental-variable estimation of large-T panel-data models with common factors

Sebastian Kripfganz and Vasilis Sarafidis

2: Panel-data models with large N and large T: An overview

Jan Ditzen

1: Uniform nonparametric inference in time series via Stata

Jia Li, Zhipeng Liao and Mengsi Gao