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Econometric analyses rely on point estimates, standard errors, and confidence intervals, assuming the consistency and asymptotic normality of GMM or M estimators. However, in real-world applications, these assumptions may not always hold due to the finite moments of the data. This article introduces a diagnostic testing method to assess these key assumptions, using both simulated and real datasets. The proposed method aims to provide insights into the validity of econometric analyses and their applicability in various scenarios.
Faculti is a research, policy and scholarship streaming platform, set up by a former school teacher, that covers 8000 academics annually across 20 subjects, across the world. The aim is to interview academics and policy makers discussing their research or analysis without any journalistic influence or bias. More here
How do you select interviews?
Team of editors across all the main disciplines select publications along a three-pronged approach: 1. Most cited and latest in each subject 2. Internal audience website data 3. Publisher Partners suggestions eg Taylor and Francis, Princeton University Press, they suggest what to cover.
Interview Process
All questions sent in advance by 4-5 days. Interview undertaken on Zoom, Webex or phone. Journalist checks for framing, lighting, sound. Journalist interviews you, asks follow-ups, retakes. Raw footage enters editing cycle.