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Robust estimation and inference in panels with interactive fixed effects

https://doi.org/10.47004/wp.cem.2023.1423
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/jae.2310openalex-snapshot
DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH
inferredcites →https://doi.org/10.1016/j.jeconom.2012.01.034openalex-snapshot
Asymptotics of the principal components estimator of large factor models with weakly influential factors
inferredcites →https://doi.org/10.1016/j.jeconom.2012.12.002openalex-snapshot
Panel data models with multiple time-varying individual effects
inferredcites →https://doi.org/10.1016/j.jeconom.2014.12.001openalex-snapshot
IV estimation of panels with factor residuals
inferredcites →https://doi.org/10.1016/j.jeconom.2020.05.018openalex-snapshot
Panel threshold models with interactive fixed effects
inferredcites →https://doi.org/10.1016/j.jeconom.2022.02.002openalex-snapshot
High-dimensional VARs with common factors
inferredcites →https://doi.org/10.1016/j.jeconom.2023.01.027openalex-snapshot
Approximate factor models with weaker loadings
inferredcites →https://doi.org/10.1016/s0304-4076(00)00083-xopenalex-snapshot
GMM estimation of linear panel data models with time-varying individual effects
inferredcites →https://doi.org/10.1017/s0266466623000129openalex-snapshot
NUCLEAR NORM REGULARIZED QUANTILE REGRESSION WITH INTERACTIVE FIXED EFFECTS
inferredcites →https://doi.org/10.1023/a:1019739414239openalex-snapshot
A Note on Universality of the Distribution of the Largest Eigenvalues in Certain Sample Covariance Matrices
inferredcites →https://doi.org/10.1080/00927872.2016.1178875openalex-snapshot
Fixed T dynamic panel data estimators with multifactor errors
inferredcites →https://doi.org/10.1080/01621459.2020.1831927openalex-snapshot
Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors
inferredcites →https://doi.org/10.1080/01621459.2021.1891924openalex-snapshot
Matrix Completion Methods for Causal Panel Data Models
inferredcites →https://doi.org/10.1080/07350015.2020.1766469openalex-snapshot
A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors
inferredcites →https://doi.org/10.1080/07350015.2021.2011300openalex-snapshot
Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors
inferredcites →https://doi.org/10.1093/ectj/utab007openalex-snapshot
Low-rank approximations of nonseparable panel models
inferredcites →https://doi.org/10.1093/restud/rdt044openalex-snapshot
Inference on Treatment Effects after Selection among High-Dimensional Controls
inferredcites →https://doi.org/10.1111/insr.12167openalex-snapshot
Statistical Learning with Sparsity: The Lasso and Generalizations
inferredcites →https://doi.org/10.1111/j.1468-0262.2006.00692.xopenalex-snapshot
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
inferredcites →https://doi.org/10.1111/rssb.12026openalex-snapshot
Confidence Intervals for Low Dimensional Parameters in High Dimensional Linear Models
inferredcites →https://doi.org/10.1137/070697835openalex-snapshot
Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
inferredcites →https://doi.org/10.1137/1129002openalex-snapshot
On Nonparametric Estimation of the Value of a Linear Functional in Gaussian White Noise
inferredcites →https://doi.org/10.1146/annurev-economics-080315-015356openalex-snapshot
Econometric Analysis of Large Factor Models
inferredcites →https://doi.org/10.1162/rest_a_00043openalex-snapshot
Determining the Number of Factors from Empirical Distribution of Eigenvalues
inferredcites →https://doi.org/10.1162/rest_a_01441openalex-snapshot
Weak Identification in Low-Dimensional Factor Models with One or Two Factors
inferredcites →https://doi.org/10.1214/12-aos1022openalex-snapshot
Edge universality of correlation matrices
inferredcites →https://doi.org/10.1214/14-aos1221openalex-snapshot
On asymptotically optimal confidence regions and tests for high-dimensional models
inferredcites →https://doi.org/10.1214/21-aos2080openalex-snapshot
Augmented minimax linear estimation
inferredcites →https://doi.org/10.1214/22-aos2223openalex-snapshot
High-dimensional latent panel quantile regression with an application to asset pricing
inferredcites →https://doi.org/10.1214/aop/1176994775openalex-snapshot
A Limit Theorem for the Norm of Random Matrices
inferredcites →https://doi.org/10.1214/aos/1009210544openalex-snapshot
On the distribution of the largest eigenvalue in principal components analysis
inferredcites →https://doi.org/10.1214/aos/1176325367openalex-snapshot
Statistical Estimation and Optimal Recovery
inferredcites →https://doi.org/10.1257/aer.96.5.1802openalex-snapshot
Did Unilateral Divorce Laws Raise Divorce Rates? A Reconciliation and New Results
inferredcites →https://doi.org/10.1920/wp.cem.2019.1419openalex-snapshot
Nuclear norm regularized estimation of panel regression models
inferredcites →https://doi.org/10.2139/ssrn.1688963openalex-snapshot
Estimation and Inference with Weak, Semi-Strong, and Strong Identification
inferredcites →https://doi.org/10.2139/ssrn.2546114openalex-snapshot
Linear Regression for Panel with Unknown Number of Factors as Interactive Fixed Effects
inferredcites →https://doi.org/10.2139/ssrn.3087413openalex-snapshot
Optimal Inference in a Class of Regression Models
inferredcites →https://doi.org/10.2139/ssrn.625981openalex-snapshot
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
inferredcites →https://doi.org/10.2307/1912705openalex-snapshot
Root-N-Consistent Semiparametric Regression
inferredcites →https://doi.org/10.2307/1913103openalex-snapshot
Estimating Vector Autoregressions with Panel Data
inferredcites →https://doi.org/10.2307/2982048openalex-snapshot
Probability and Measure.
inferredcites →https://doi.org/10.25740/wq575cf9578openalex-snapshot
Spectral and Post-Spectral Estimators for Grouped Panel Data Models
inferredcites →https://doi.org/10.3386/w10014openalex-snapshot
Did Unilateral Divorce Laws Raise Divorce Rates? A Reconciliation and New Results
inferredcites →https://doi.org/10.3386/w6398openalex-snapshot
Did Unilateral Divorce Raise Divorce Rates? Evidence from Panel Data
inferredcites →https://doi.org/10.3982/ecta11319openalex-snapshot
Grouped Patterns of Heterogeneity in Panel Data
inferredcites →https://doi.org/10.3982/ecta19466openalex-snapshot
Bias‐Aware Inference in Fuzzy Regression Discontinuity Designs
inferredcites →https://doi.org/10.3982/ecta6135openalex-snapshot
Panel Data Models With Interactive Fixed Effects
inferredcites →https://doi.org/10.3982/ecta6869openalex-snapshot
Decision Theory Applied to a Linear Panel Data Model
inferredcites →https://doi.org/10.3982/ecta9382openalex-snapshot
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
inferredcites →https://doi.org/10.3982/ecta9456openalex-snapshot
Estimation and Inference with Weak, Semi-strong, and Strong Identification
inferredcites →https://doi.org/10.47004/wp.cem.2021.3921openalex-snapshot
Linear panel regressions with two-way unobserved heterogeneity
inferredcites →https://doi.org/10.48550/arxiv.1306.3171openalex-snapshot
Confidence Intervals and Hypothesis Testing for High-Dimensional Regression
inferredcites →https://doi.org/10.48550/arxiv.1812.08089openalex-snapshot
Inference for Heterogeneous Effects using Low-Rank Estimation of Factor Slopes
inferredcites →https://doi.org/10.48550/arxiv.1908.01252openalex-snapshot
Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors
inferredcites →https://doi.org/10.48550/arxiv.1910.10382openalex-snapshot
How well can we learn large factor models without assuming strong factors?
inferredcites →https://doi.org/10.48550/arxiv.2001.06052openalex-snapshot
Recovering Network Structure from Aggregated Relational Data using Penalized Regression
inferredcites →https://doi.org/10.48550/arxiv.2005.03226openalex-snapshot
Detecting Latent Communities in Network Formation Models
inferredcites →https://doi.org/10.48550/arxiv.2108.06473openalex-snapshot
Evidence Aggregation for Treatment Choice
inferredcites →https://doi.org/10.48550/arxiv.2111.04926openalex-snapshot
Optimal Decision Rules Under Partial Identification
inferredcites →https://doi.org/10.48550/arxiv.2210.11062openalex-snapshot
Low-rank Panel Quantile Regression: Estimation and Inference

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4626231openalex-extracted
KPI Information Acquisition by Analysts: Evidence from Conference Calls
inferred← citeshttps://doi.org/10.2139/ssrn.4795627openalex-extracted
A Single Index Varying Coefficient Panel Data Model with Interactive Fixed Effects
inferred← citeshttps://doi.org/10.1016/j.jeconom.2024.105761openalex-snapshot
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach
inferred← citeshttps://doi.org/10.1016/j.jeconom.2025.106011openalex-snapshot
A simple and computationally trivial estimator for grouped fixed effects models
inferred← citeshttps://doi.org/10.1016/j.jeconom.2025.106086openalex-snapshot
High dimensional factor analysis with weak factors
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