Magnus Kvåle Helliesen

E-mail:
 Magnus.Helliesen@nhh.no
 
 
 
Telephone:
  
Fax:
 +47 55 95 95 43
Title:
 Ph.D. student
Nationality:
 Norwegian
 
Education:
 2005-2010: MSc in Economics and Business Administration, NHH
Fields of interest:
 Macroeconomics, microeconometrics
Doctoral project:
  
Supervisor:
 Øivind Anti Nilsen
Work in progress:
  • Household Consumption and the Life Cycle Model: Evidence from Norwegian Household Data
Stata code:
  • gmmrobust – calculates two step GMM estimator with weighting matrix and standard errors robust to heteroskedasticity, MA(1) errors, and between panel correlation. Allows for Windmeijer-correction (2005) of standard errors, and estimation in forward orthogonal deviations (Arellano and Bover, 1995). Calculates Hansen’s (1982) J-statistic and p-value, and Arellano and Bond’s (1991) test statistic for autocorrelation.
  • esttabm – own routine to write tables to LaTeX.