arXiv 6 Jun 2024 · Econometrics
arXiv:2406.03971 · PDF · DOI · OpenAlex · Extracted main text
In P\"otscher and Preinerstorfer (2022) and in the abridged version P\"otscher and Preinerstorfer (2024, published in Econometrica) we have tried to clear up the confusion introduced in Hansen (2022a) and in the earlier versions Hansen (2021a,b). Unfortunatelly, Hansen's (2024) reply to P\"otscher and Preinerstorfer (2024) further adds to the confusion. While we are already somewhat tired of the matter, for the sake of the econometrics community we feel compelled to provide clarification. We also add a comment on Portnoy (2023), a "correction" to Portnoy (2022), as well as on Lei and Wooldridge (2022).
appendix boundary found by none_found · 100% of the source is main text. Read the extracted text to check this.