Features of this version:
- Improved for loop in JLA that was causing slow convergence in terms of the number of JLA simulations.
- Residualizing via Frisch-Waugh-Lovell (using FixedEffects.jl). The use of the AlgebraicMultigrid preconditioner is now deprecated. Thanks to Edoardo Acabbi for pointing out some non-convergence issues of that preconditioner in some applications.
- The verbose mode now prints information about the leave-out-connected set.
- Post-estimation inference has been improved. In particular, we can regress firm fixed effects on observables and it will now check for multicollinearity before performing the regression and correcting the t-statistics.