Hello Forum members,
I have come across the krls command for Kernel-Based Regularized Least Squares by Ferwerda et al. The data set used to illustrate the functionality of the krls package is cross-sectional. I have a couple of questions I wish clarified:
1. Can the krls be used for any panel data model at al? For example, can it be used for a two-way fixed effect model?
2. Also, can it be used for a 2SLS IV regression (for both cross-sectional and panel data)?
If yes, to any of the above questions, can someone help me with how the codes or the syntax will look like?
Thank you.
I have come across the krls command for Kernel-Based Regularized Least Squares by Ferwerda et al. The data set used to illustrate the functionality of the krls package is cross-sectional. I have a couple of questions I wish clarified:
1. Can the krls be used for any panel data model at al? For example, can it be used for a two-way fixed effect model?
2. Also, can it be used for a 2SLS IV regression (for both cross-sectional and panel data)?
If yes, to any of the above questions, can someone help me with how the codes or the syntax will look like?
Thank you.