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GabrieleRovigatti avatar GabrieleRovigatti commented on May 29, 2024

Hi,

FSres does not work with one-step estimations like ROB, WRDG, and WRDG_GMM because there is no First Stage to get the RESiduals of (nor you'll ever need them to retrieve omega in those cases).

Best,

from prodest.

yang2021aa avatar yang2021aa commented on May 29, 2024

thanks a lot

from prodest.

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