Mikkel Sølvsten

    Working Papers

• “Linear Regression with Weak Exogeneity" with Anna Mikusheva

  • Working paper and replication files on Github

• “Testing Firm Conduct" with Marco Duarte, Lorenzo Magnolfi, and Chris Sullivan (Conditionally Accepted at Quantitative Economics)

  • Working paper and available Python code on Github

    Publications

• Anatolyev, S., M. Sølvsten (2023). Testing Many Restrictions Under Heteroskedasticity. Journal of Econometrics.

  • Working paper, published paper, and available R code on GitHub

• Di Addario, S., P. Kline, R. Saggio, M. Sølvsten (2023).  It ain’t where you’re from, it’s where you’re at: hiring origins, firm heterogeneity, and wages. Journal of Econometrics.

  • NBER working paper, replication archive, published paper 

• Kline, P., R. Saggio, and M. Sølvsten (2020). Leave‐out estimation of variance components. Econometrica.

  • NBER working paper, supplement, computational appendix and replication archive, published paper and available MATLAB and Julia code on GitHub

• Sølvsten, M. (2020). Robust Estimation with Many Instruments. Journal of Econometrics.

  •  Working paper, supplement, online appendix, and published paper

• Hjort, J., M. Sølvsten, and M. Wüst (2017). Universal investment in infants and long-run health: Evidence from Denmark’s 1937 home visiting program. American Economic Journal: Applied Economics. 

  • Working paper and published paper

    Teaching

• Microeconometrics (4615)

• Econometrics (2648)

• Introduction to Data Science

• See my CV for previous teaching