David Van Dijcke

icon indicating a website link davidvandijcke.com icon indicating an email [email protected]

icon company University of Michigan icon location Ann Arbor icon location PhD student in Economics at the University of Michigan. Academic Visitor at the Bank of England.

Results 3 comments of David Van Dijcke

Skip_hessian `True` now works in ConditionalLogit

That makes sense. For researchers, it can be a useful option for inspecting coefficient values in large models without having to compute the Hessian every time -- which can take...

Fix (par)lapply

I second this. My mistake, forgot to pass A to the bootstrap call in finalACF after adding the A option.

2-Step Optimal GMM

Dear Gabriele Okay, thanks for the info! Did you use simulated data for your experiments? If you still have the code for it around somewhere, I'd be happy to test...