Hello, every one.
i am working on replicates Peters and Taylor(2017), JFE
My questions are:
what's the difference between delta method and influence function method when conducting inference.
How can I get results of last column in table 4 based on delta method or influence function method?
This article also conduct inference on R2 values using influence functions (Newey and McFadden, 1994), which can be seen in my previous post.
Can anybody give me some advice or sample codes?
i would really appreciate it
