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FixedEffects / Vcov.jl

Variance Covariance Matrices for developers
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Knife-edge case of KP stat #5

Closed eloualiche closed 3 years ago

eloualiche commented 3 years ago

Exactly identified case can be wrong in some cases with fe interacted instruments.

See issue https://github.com/matthieugomez/Vcov.jl/issues/4 and https://github.com/FixedEffects/FixedEffectModels.jl/issues/150

matthieugomez commented 3 years ago

Thanks a lot!