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A small library implementing linear combinations of "stuff". Such a linear combination is stored as a map, mapping "stuff" to its coefficient. That is {"a" 5, "b" 17} stands for the linear combination ...
We introduce the class of conditional linear combination tests, which reject null hypotheses concerning model parameters when a data-dependent convex combination of two identification-robust ...
Hi Laurent, I'm looking for a convenient way to make post-estimation linear combination hypothesis testing. What I have in mind is something equivalent to lincom command from stata. I skimmed over ...
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