Honoré BE, Hu L, Kyriazidou E, Weidner M2024Chapter ISSN:1570-5811Book Title:Advances in Applied EconometricsVolume:55, Springer Nature, pp.741 - 777No abstract availableKeywords:3801 Applied Economics , 3802 Econometrics , 38 Economics , 4905 Statistics , 49 Mathematical Sciences DOI10.1007/978-3-031-48385-1_26