Overview | Simulate data | Stage 1: define_dynamic_measurement() | Why we do not pool the intercepts | Stage 2: build_dynamic_previous_stage() + SE_linear | Recovery | Cluster-robust standard errors | Bootstrap for honest two-stage standard errors | Notes on generalisation | Where to go next

Overview | Simulate data | Define the factor model | Define model components | Estimate | Inspect estimates | Robust standard errors | Factor scores | Simulate from the fitted model | Where to go next

Overview | Simulate data | Model specification | Measurement equations (tests) | Potential outcomes (wages) | Sector-choice equation | Assemble the system | Estimation | Results | Robust standard errors | Recover factor scores | Two-stage estimation (optional)