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 issues of David Van Dijcke

Skip_hessian `True` now works in ConditionalLogit

3 comment

The `skip_hessian` option did not work in ConditionalLogit.fit() because the ConditionalResults function tried to retrieve cov_params() from LikelihoodModel.fit() results.

type-bug
comp-discrete
prio-elev

Fixed bootstrapped s.e.s in ACF and OPLP

I forgot to pass A to finalACF and finalOP/LP when bootstrapping, so SEs would come out as NA. This includes pull request #16 by RicoDiel, but also fixes it for...

2-Step Optimal GMM

3 comment

Hi Gabriele Insofar as I can tell, the GMM estimators in most of the code just use a first guess for the optimal weighting matrix, is that correct? If you...