Implements the quasi-long differencing estimator proposed by Ahn, Lee, and Schmidt (2013, JOE) and the QLD imputation procedure of Brown and Butts (2024)
kylebutts/QLD.jl
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Implements the quasi-long differencing estimator proposed by Ahn, Lee, and Schmidt (2013, JOE) and the QLD imputation procedure of Brown and Butts (2024)