IDEAS home Printed from https://ideas.repec.org/f/c/pwe276.html

Martin Weidner

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Irene Botosaru & Raffaella Giacomini & Martin Weidner, 2023. "Forecasted Treatment Effects," Working Paper Series WP 2023-32, Federal Reserve Bank of Chicago.

    Cited by:

    1. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2025. "Global and regional long-term climate forecasts: a heterogeneous future," UC3M Working papers. Economics 45946, Universidad Carlos III de Madrid. Departamento de Economía.
    2. Philipp Weber & Laura A. Zell & Lars P. Feld & Christoph A. Schaltegger, 2024. "Functionality of Fiscal Rules in a Low Interest Rate Environment – New Empirical Results for Swiss Cantons," CESifo Working Paper Series 11351, CESifo.

  2. Bo E. Honore & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner, 2022. "Simultaneity in Binary Outcome Models with an Application to Employment for Couples," Working Paper Series WP 2022-34, Federal Reserve Bank of Chicago.

    Cited by:

    1. Kevin Dano, 2023. "Transition Probabilities and Moment Restrictions in Dynamic Fixed Effects Logit Models," Papers 2303.00083, arXiv.org, revised Dec 2023.

  3. Bo E. Honor'e & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Papers 2005.05942, arXiv.org, revised Dec 2023.

    Cited by:

    1. Christopher Dobronyi & Jiaying Gu & Kyoo il Kim & Thomas M. Russell, 2021. "Identification of Dynamic Panel Logit Models with Fixed Effects," Papers 2104.04590, arXiv.org, revised Dec 2024.
    2. Chris Muris & Pedro Raposo & Sotiris Vandoros, 2020. "A Dynamic Ordered Logit Model with Fixed Effects," Department of Economics Working Papers 2020-14, McMaster University.
    3. Andrew Chesher & Adam Rosen & Yuanqi Zhang, 2024. "Robust analysis of short panels," CeMMAP working papers 01/24, Institute for Fiscal Studies.
    4. Bo E. Honoré & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner, 2023. "Simultaneity in binary outcome models with an application to employment for couples," Empirical Economics, Springer, vol. 64(6), pages 3197-3233, June.

  4. Iv'an Fern'andez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-Rank Approximations of Nonseparable Panel Models," Papers 2010.12439, arXiv.org, revised Mar 2021.

    Cited by:

    1. Andrei Zeleneev & Weisheng Zhang, 2025. "Tractable Estimation of Nonlinear Panels with Interactive Fixed Effects," Papers 2511.15427, arXiv.org.
    2. Gobillon, Laurent & Magnac, Thierry & Roux, Sébastien, 2025. "Lifecycle Wages and Human Capital Investments: Selection and Missing Data," IZA Discussion Papers 17838, IZA Network @ LISER.
    3. Ben Deaner & Chen-Wei Hsiang & Andrei Zeleneev, 2025. "Inferring Treatment Effects in Large Panels by Uncovering Latent Similarities," Papers 2503.20769, arXiv.org, revised Mar 2025.
    4. Freeman, Hugo & Weidner, Martin, 2023. "Linear panel regressions with two-way unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 237(1).
    5. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Timothy B. Armstrong & Martin Weidner & Andrei Zeleneev, 2024. "Robust estimation and inference in panels with interactive fixed effects," CeMMAP working papers 28/24, Institute for Fiscal Studies.
    7. Brown, Nicholas L. & Butts, Kyle, 2025. "Dynamic treatment effect estimation with interactive fixed effects and short panels," Journal of Econometrics, Elsevier, vol. 250(C).
    8. Hugo Freeman, 2022. "Linear Multidimensional Regression with Interactive Fixed-Effects," Papers 2209.11691, arXiv.org, revised Mar 2025.

  5. St'ephane Bonhomme & Martin Weidner, 2019. "Posterior Average Effects," Papers 1906.06360, arXiv.org, revised Sep 2021.

    Cited by:

    1. Manuel Arellano & Stéphane Bonhomme, 2019. "Recovering Latent Variables by Matching," Working Papers wp2019_1914, CEMFI.
    2. Timothy B. Armstrong & Michal Kolesár & Mikkel Plagborg‐Møller, 2022. "Robust Empirical Bayes Confidence Intervals," Econometrica, Econometric Society, vol. 90(6), pages 2567-2602, November.
    3. Stéphane Bonhomme & Kerstin Holzheu & Thibaut Lamadon & Elena Manresa & Magne Mogstad & Bradley Setzler, 2020. "How Much Should we Trust Estimates of Firm Effects and Worker Sorting?," NBER Working Papers 27368, National Bureau of Economic Research, Inc.
    4. Stéphane Bonhomme & Martin Weidner, 2022. "Minimizing sensitivity to model misspecification," Quantitative Economics, Econometric Society, vol. 13(3), pages 907-954, July.
    5. Pengzhou Wu & Kenji Fukumizu, 2021. "$\beta$-Intact-VAE: Identifying and Estimating Causal Effects under Limited Overlap," Papers 2110.05225, arXiv.org.
    6. John Carter Braxton & Kyle F. Herkenhoff & Jonathan Rothbaum & Lawrence Schmidt, 2021. "Changing Income Risk across the US Skill Distribution: Evidence from a Generalized Kalman Filter," Opportunity and Inclusive Growth Institute Working Papers 55, Federal Reserve Bank of Minneapolis.

  6. Martin Weidner & Thomas Zylkin, 2019. "Bias and Consistency in Three-way Gravity Models," Papers 1909.01327, arXiv.org, revised Jun 2021.

    Cited by:

    1. Sebastien Bradley & Federico Carril-Caccia & Yoto V. Yotov, 2023. "Reassessing the Effects of Corporate Income Taxes on Mergers and Acquisitions Using Empirical Advances in the Gravity Literature," CESifo Working Paper Series 10863, CESifo.
    2. Habibi, Arash, 2025. "Analyzing the carbon pricing-leakage nexus through structural gravity estimation," Energy Policy, Elsevier, vol. 198(C).
    3. Ariell Reshef & Gianluca Santoni, 2023. "Are your labor shares set in Beijing? The view through the lens of global value chains," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-04378808, HAL.
    4. Pauly, Stefan & Stipanicic, Fernando, 2021. "The creation and diffusion of knowledge: Evidence from the Jet Age," CEPREMAP Working Papers (Docweb) 2112, CEPREMAP.
    5. Thomas Bolli & Guillaume Morlet, 2023. "Does human capital theory govern the relationship between training provision and the business cycle? Evidence from Switzerland," French Stata Users' Group Meetings 2023 26, Stata Users Group.
    6. Sonali Chowdhry & Julian Hinz & Katrin Kamin & Joschka Wanner, 2023. "Brothers in Arms: The Value of Coalitions in Sanctions Regimes," CESifo Working Paper Series 10561, CESifo.
    7. Lwin, Wuit Yi & Schaefer, K. Aleks, 2024. "Animal Disease Outbreaks and Upstream Soybean Trade," 2024 Annual Meeting, July 28-30, New Orleans, LA 343942, Agricultural and Applied Economics Association.
    8. Ahn, Soojung & Steinbach, Sandro, . "Agri-food trade resilience among food-deficit countries during the COVID-19 pandemic," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, vol. 26(3).
    9. Fatica Serena & Pycroft Jonathan & Stasio Andrzej & Stöhlker Daniel, 2024. "Economic Effects of Simplified Procedures for Claiming Cross-Border Tax Reliefs," Nordic Tax Journal, Sciendo, vol. 2024(s1), pages 2-24.
    10. Harald Oberhofer & Zhenyi Wang, 2025. "Everything You Always Wanted to Know About EU Membership Trade Effects But Were Afraid to Ask," Working Papers 202523, Center for Global Policy Analysis, LeBow College of Business, Drexel University.
    11. Wang, Maria & Kuusi, Tero, 2024. "Trade flows, carbon leakage, and the EU Emissions Trading System," Energy Economics, Elsevier, vol. 134(C).
    12. Kim, Dongin & Steinbach, Sandro & Zurita, Carlos, 2024. "Deep trade agreements and agri-food global value chain integration," Food Policy, Elsevier, vol. 127(C).
    13. Fabien Candau & G Guepie & R Kouakou, 2021. "In Gravity no Veritas: Dubious Trade Elasticity and Weak Effects of Regional Trade Agreements in Africa," Working Papers hal-03257448, HAL.
    14. Zijie Pan & Stepan Gordeev & Jiahui Zhao & Ziyi Meng & Caiwen Ding & Sandro Steinbach & Dongjin Song, 2024. "International Trade Flow Prediction with Bilateral Trade Provisions," Papers 2407.13698, arXiv.org.
    15. Raphael Auer & Ulf Lewrick & Jan Paulick, 2025. "DeFiying gravity? An empirical analysis of cross-border Bitcoin, Ether and stablecoin flows," BIS Working Papers 1265, Bank for International Settlements.
    16. Mario Larch & Yoto V. Yotov, 2024. "FIW-PB 64 Regional Trade Agreements: What Do We Know and What Do We Miss?," FIW Policy Brief series 64, FIW.
    17. Santeramo, Fabio & Lamonaca, Emilia, 2021. "On the Trade Effects of Bilateral SPS Measures in Developed and Developing Countries," MPRA Paper 112000, University Library of Munich, Germany.
    18. Ahn, Soojung & Kim, Dongin & Steinbach, Sandro, 2023. "Global Grain Trade Implications of the Russia-Ukraine War," 2023 Annual Meeting, July 23-25, Washington D.C. 335482, Agricultural and Applied Economics Association.
    19. Andrzej Cieślik & Oleg Gurshev, 2023. "Factor Endowments, Economic Integration, Sanctions, and Offshores: Evidence from Inward FDI in Russia," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 65(4), pages 617-649, December.
    20. Brunel, Claire & Zylkin, Thomas, 2019. "Do Cross-border Patents Promote Trade?," MPRA Paper 92514, University Library of Munich, Germany.
    21. Mariam Camarero & Laura Montolio & Cecilio Tamarit, 2022. "Explaining German outward FDI in the EU: a reassessment using Bayesian model averaging and GLM estimators," Empirical Economics, Springer, vol. 62(2), pages 487-511, February.
    22. Andrzej Cieślik & Oleg Gurshev, 2022. "Friends with or without benefits? An empirical evaluation of bilateral trade and economic integration between some of the post-Soviet economies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 769-795, December.
    23. Dongin Kim & Sandro Steinbach, 2025. "Rising protectionism and foreign direct investment," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 161(2), pages 469-510, May.
    24. Basak Bayramoglu & Jean-François Jacques & Julie Lochard, 2025. "Global value chains: Do they impact the allocation of foreign aid?," Post-Print hal-05417354, HAL.
    25. Bernard Hoekman & Martina Ferracane & Erik van der Marel van der Marel, 2023. "Digital Trade, Data Protection and EU Adequacy Decisions," RSCAS Working Papers 2023/37, European University Institute.
    26. David J. Kuenzel & Rishi R. Sharma, 2025. "Preferential Trade Agreements and Non-tariff Measures," Wesleyan Economics Working Papers 2025-001, Wesleyan University, Department of Economics.
    27. Egger, Peter H. & Li, Jie & Ouyang, Jie, 2024. "Taking Grubel and Lloyd to dance in the city: Domestic intra-industry trade in China," Economics Letters, Elsevier, vol. 244(C).
    28. Ahn, Soojung & Steinbach, Sandro, 2023. "The Impact of the Russia-Ukraine War on Global Food Supply Chains from the Perspective of Low-Income Food Deficit Countries," 2023 Annual Meeting, July 23-25, Washington D.C. 335922, Agricultural and Applied Economics Association.
    29. Ohyun Kwon & Jangsu Yoon & Yoto V. Yotov, 2022. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," CESifo Working Paper Series 10145, CESifo.
    30. Blaise Gnimassoun & Carl Grekou & Valérie Mignon, 2024. "The Industrial Cost of Fixed Exchange Rate Regimes," Working Papers 2024-07, CEPII research center.
    31. Mnasri, Ayman & Nechi, Salem, 2025. "Heckman-type maximum likelihood estimators of the gravity equation: A Monte Carlo study," International Review of Economics & Finance, Elsevier, vol. 101(C).
    32. Hoch, Felix & Rudsinske, Jonas, 2022. "Institutional discrimination against female managers as a barrier to firm internationalization and international trade," Discussion Papers of the Institute for Organisational Economics 1/2022, University of Münster, Institute for Organisational Economics.
    33. Rudi Purwono & Lilik Sugiharti & Rossanto Dwi Handoyo & Miguel Angel Esquivias, 2022. "Trade Liberalization and Comparative Advantage: Evidence from Indonesia and Asian Trade Partners," Economies, MDPI, vol. 10(4), pages 1-21, March.
    34. Czarnowske, Daniel & Stammann, Amrei, 2022. "Latent unbalancedness in three-way gravity models," Economics Letters, Elsevier, vol. 220(C).
    35. Kim, Dongin & Steinbach, Sandro, 2025. "The Impact of the WTO on Virtual Water Trade and Global Water Redistribution," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO 361029, Agricultural and Applied Economics Association.
    36. Arne Nagengast & Fernando Rios-Avila & Yoto Yotov, 2025. "The European Single Market and Intra-EU Trade: An Assessment with Heterogeneity-Robust Difference-in-Differences Methods," Working Papers 2025003, Center for Global Policy Analysis, LeBow College of Business, Drexel University.
    37. Eichenauer, Vera & Köppl, Stefan & Köppl-Turyna, Monika, 2024. "Investment screening and venture capital," Research Papers 30, EcoAustria – Institute for Economic Research.
    38. Dursun, Gökhan, 2023. "The impact of the customs union on the EU – Turkey trade," International Economics, Elsevier, vol. 173(C), pages 143-163.
    39. Paudel, Nawaraj S. & Lahiri, Sajal, 2024. "The effects of state-level foreign manufacturing imports on domestic inter-state and intra-state sales in the U.S.A," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 297-305.
    40. Georg Schneider & Frank Stähler & Georg U. Thunecke, 2023. "The (Non-)Neutrality of Value-Added Taxation," Working Papers tax-mpg-rps-2023-20, Max Planck Institute for Tax Law and Public Finance.
    41. J. M. C. Santos Silva & Silvana Tenreyro, 2022. "The Log of Gravity at 15," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(3), pages 423-437, September.
    42. Shukai Liu & Zhe Chen & Wen Ma & Zhuo Chen & Yunsong Chen, 2025. "Impact of religious cultural similarity on internal migration: a regional perspective in contemporary China," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-12, December.
    43. Stefan Pauly & Fernando Stipanicic, 2022. "The Creation and Diffusion of Knowledge: Evidence from the Jet Age," Sciences Po Economics Publications (main) hal-04067326, HAL.
    44. Fernandes, Ana M. & Forero, Alejandro & Maemir, Hibret & Mattoo, Aaditya, 2023. "Are trade preferences a Panacea? The export impact of the African growth and Opportunity Act," World Development, Elsevier, vol. 162(C).
    45. Siyu Feng, 2024. "Do market-based environmental policies encourage innovation in energy storage?," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 26(3), pages 673-713, July.
    46. Morellini, Micol Matilde, 2025. "A Simulation Approach for the Spatial Testing of Migration Theories," OSF Preprints 98d2a_v1, Center for Open Science.
    47. David J. Kuenzel, 2020. "Non-tariff Measures: What’s Tariffs Got to Do with It?," Wesleyan Economics Working Papers 2020-006, Wesleyan University, Department of Economics.
    48. Jin, Jiashun & Ke, Zheng Tracy & Luo, Shengming, 2024. "Mixed membership estimation for social networks," Journal of Econometrics, Elsevier, vol. 239(2).
    49. Breinlich, Holger & Corradi, Valentina & Rocha, Nadia & Ruta, Michele & Silva, J.M.C. Santos & Zylkin, Tom, 2021. "Machine learning in international trade research - evaluating the impact of trade agreements," LSE Research Online Documents on Economics 114379, London School of Economics and Political Science, LSE Library.
    50. Soojung Ahn & Dongin Kim & Sandro Steinbach, 2023. "The impact of the Russian invasion of Ukraine on grain and oilseed trade," Agribusiness, John Wiley & Sons, Ltd., vol. 39(1), pages 291-299, January.
    51. French, Scott & Zylkin, Tom, 2024. "The effects of free trade agreements on product-level trade," European Economic Review, Elsevier, vol. 162(C).
    52. Sebastián Bustos & Miguel Ángel Santos, 2025. "Beneficiation vs. Knowledge-based: Dead ends and steppingstones to productive diversification," Working Paper Series of the School of Government and Public Transformation 13, School of Government and Public Transformation, Tecnológico de Monterrey.
    53. Carter, Colin A. & Steinbach, Sandro & Zhuang, Xiting, 2022. "Global Shipping Container Disruptions and U.S. Agricultural Exports," Working Papers 320397, International Agricultural Trade Research Consortium.
    54. Kox, Henk L.M., 2022. "A micro-macro model of foreign direct investment: Knowledge-based gravity forces, self-selection and third-country effects," EconStor Preprints 266494, ZBW - Leibniz Information Centre for Economics.
    55. Díaz-Mora Carmen & Esteve-Pérez Silviano & Gil-Pareja Salvador, 2024. "Exploring the Heterogeneous Impact of Trade Agreements on Trade: Depth Matters," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 18(1), pages 1-13, January.
    56. Asanka Wijesinghe & Chathurrdhika Yogarajah, 2022. "Trade Policy Impact on Global Value Chain Participation of the South Asian Countries," Journal of Asian Economic Integration, , vol. 4(1), pages 24-48, April.
    57. Cosimo Beverelli & Martin T. Braml & Lionel Gérard Fontagné & Alexander Keck & Gianluca Orefice, 2022. "Heterogeneous Trade Effects of Pre-Shipment Inspections," CESifo Working Paper Series 9833, CESifo.
    58. Frensch, Richard & Fidrmuc, Jarko & Rindler, Michael, 2023. "Topography, borders, and trade across Europe," Journal of Comparative Economics, Elsevier, vol. 51(3), pages 816-832.
    59. Timo Tohmo & Kari Heimonen & Mika Nieminen, 2021. "Effects of the European Monetary Union on High-Technology Exports," Journal of Industry, Competition and Trade, Springer, vol. 21(2), pages 251-285, June.
    60. Steinbach, Sandro & Tome, Mawuena & Zurita, Carlos, 2025. "Free Trade Agreements and the U.S. Agricultural Trade Deficit: Analyzing Past Impacts and Simulating Future Opportunities," 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO 361038, Agricultural and Applied Economics Association.
    61. Julian Hinz & Amrei Stammann & Joschka Wanner, 2020. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," Papers 2004.12655, arXiv.org, revised Jul 2021.
    62. Beverly Lapham & Daniel Teeter, 2023. "A Gravity Analysis of Inter-Provincial Trade," Working Paper 1507, Economics Department, Queen's University.
    63. Camilo Umana Dajud, 2025. "The Variance of Gravity," Working Papers 2025-12, CEPII research center.
    64. Ahn, Soojung & Steinbach, Sandro, 2022. "COVID-19 Trade Actions and Their Impact on the Agricultural and Food Sector," 2023 Allied Social Sciences Association (ASSA) Annual Meeting, January 6-8, 2023, New Orleans, Louisiana 316789, Agricultural and Applied Economics Association.
    65. Lwin, Wuit Yi & Schaefer, K. Aleks & Hagerman, Amy D., 2024. "Animal disease outbreaks and upstream soybean trade," Food Policy, Elsevier, vol. 127(C).
    66. Nordås, Hildegunn Kyvik, 2023. "Services in the India-EU free trade agreement," International Economics, Elsevier, vol. 176(C).
    67. Eichenauer, Vera & Wang, Feicheng, 2024. "Mild deglobalization: Foreign investment screening and cross-border investment," Kiel Working Papers 2265, Kiel Institute for the World Economy.
    68. Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," Post-Print hal-03818773, HAL.
    69. Li, Chang & Wang, Chu & Yang, Lianxing & Chu, Baoju, 2023. "Impact of cultural trade on foreign direct investment: Evidence from China," Emerging Markets Review, Elsevier, vol. 55(C).
    70. Lionel Fontagné & Nadia Rocha & Michele Ruta & Gianluca Santoni, 2022. "The Economic Impact of Deepening Trade Agreements," Working papers 866, Banque de France.
    71. Marczinek, Max & Maurer, Stephan & Rauch, Ferdinand, 2025. "Networks in trade — Evidence from the legacy of the Hanseatic league," Journal of International Economics, Elsevier, vol. 157(C).
    72. Anirban Sanyal & Nirvikar Singh & Rolly Kapoor, 2024. "Impacts of the COVID lockdown on household incomes: evidence from Punjab, India," Empirical Economics, Springer, vol. 66(1), pages 207-242, January.
    73. Javier Flórez Mendoza & Bernhard Moshammer, 2023. "FIW-PB 60 The EU–Mercosur agreement: Expectations and concerns in light of the new geopolitical situation," FIW Policy Brief series 60, FIW.
    74. Bergstrand, Jeffrey H. & Clance, Matthew W. & Santos Silva, J.M.C., 2025. "The tails of gravity: Using expectiles to quantify the trade-margins effects of economic integration agreements," Journal of International Economics, Elsevier, vol. 157(C).
    75. Herman, Peter R. & Oliver, Sarah, 2023. "Trade, policy, and economic development in the digital economy," Journal of Development Economics, Elsevier, vol. 164(C).
    76. Kox, Henk L.M., 2022. "Explaining foreign direct investment patterns: a testable micro-macro gravity model for FDI," MPRA Paper 115273, University Library of Munich, Germany.
    77. Fonseca, Luís & Nikalexi, Katerina & Papaioannou, Elias, 2023. "The globalization of corporate control," Journal of International Economics, Elsevier, vol. 146(C).
    78. Lamonaca, Emilia & Seccia, Antonio & Santeramo, Fabio Gaetano, 2023. "Climate cha(lle)nges in global wine production and trade patterns," MPRA Paper 119296, University Library of Munich, Germany.
    79. Cheong, Juyoung, 2023. "Do preferential trade agreements stimulate high-tech exports for low-income countries?," Economic Modelling, Elsevier, vol. 127(C).
    80. Carter, Colin A. & Steinbach, Sandro & Zhuang, Xiting, 2022. "Global Container Trade Disruptions and U.S. Agricultural Exports," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322364, Agricultural and Applied Economics Association.
    81. Peiró-Palomino, Jesús & Rodríguez-Crespo, Ernesto & Suárez-Varela, Marta, 2022. "Do countries with higher institutional quality transition to cleaner trade?," Ecological Economics, Elsevier, vol. 201(C).
    82. Kuusi, Tero & Wang, Maria, 2022. "Trade Flows, Carbon Leakage, and the EU Emissions Trading System," ETLA Working Papers 94, The Research Institute of the Finnish Economy.
    83. Paudel, Nawaraj S. & Lahiri, Sajal, 2024. "Heterogeneity in the Effect of Size on Internal Migration in the United States: A Gravity Model and PPML Estimator Approach," EconStor Preprints 300726, ZBW - Leibniz Information Centre for Economics.
    84. Jung, Benjamin, 2020. "The heterogeneous effects of China's accession to the world trade organization," Hohenheim Discussion Papers in Business, Economics and Social Sciences 10-2020, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
    85. Qingtun Kong & Masaaki Yamada & Chengcheng Yang & Haisong Nie, 2025. "Competition or complementarity? Assessing the interaction effects of RCEP and CPTPP on agricultural and non-agricultural trade flows," International Economics and Economic Policy, Springer, vol. 22(1), pages 1-31, February.
    86. Roger Vicquéry, 2021. "The Common Currency Effect on International Trade: Evidence from an Accidental Monetary Union," Working papers 856, Banque de France.
    87. Jeffrey H. Bergstrand & Jordi Paniagua, 2024. "Do Deep Trade Agreements’ Provisions Actually Increase – or Decrease – Trade and/or FDI?," CESifo Working Paper Series 11526, CESifo.
    88. Cerqua, Augusto & Montalbano, Pierluigi & Temerbulatova, Zhansaya, 2024. "A decade of Eurasian integration: An ex-post non-parametric assessment of the Eurasian economic union," International Economics, Elsevier, vol. 178(C).
    89. Thais Nuñez-Rocha & Chahir Zaki & Inmaculada Martínez-Zarzoso, 2024. "What Type Of Trade Is Promoted By Environmental Provisions In Trade Agreements?," Post-Print hal-04926976, HAL.
    90. Mario Larch & Yoto V. Yotov, 2023. "Estimating the Effects of Trade Agreements: Lessons from 60 Years of Methods and Data," CESifo Working Paper Series 10267, CESifo.
    91. Daniel Czarnowske & Amrei Stammann, 2019. "Fixed Effects Binary Choice Models: Estimation and Inference with Long Panels," Papers 1904.04217, arXiv.org, revised Oct 2020.
    92. Lamonaca, Emilia & Bozzola, Martina & Santeramo, Fabio Gaetano, 2024. "Climate distance and bilateral trade," Economics Letters, Elsevier, vol. 237(C).
    93. Chris Muris & Cavit Pakel, 2025. "Triadic Network Formation," Papers 2509.26420, arXiv.org.
    94. Stefan Pauly & Fernando Stipanicic, 2022. "The Creation and Diffusion of Knowledge: Evidence from the Jet Age," Working Papers hal-04067326, HAL.
    95. Gabor Bekes & Gianmarco I. P. Ottaviano, 2022. "Cultural homophily and collaboration in superstar teams," CEP Discussion Papers dp1873, Centre for Economic Performance, LSE.
    96. Jochmans, K. & Verardi, V., 2019. "Instrumental-Variable Estimation of Gravity Equations," Cambridge Working Papers in Economics 1994, Faculty of Economics, University of Cambridge.
    97. Steinbach, Sandro & Zhuang, Xiting, 2023. "U.S. Agricultural Exports and the 2022 Mississippi River Drought," 2023 Annual Meeting, July 23-25, Washington D.C. 335476, Agricultural and Applied Economics Association.
    98. Sabeer, Vadakke Cholakkakath, 2025. "International migration and trade: A comparative analysis of China and India," Journal of Asian Economics, Elsevier, vol. 100(C).
    99. Anna D’Ambrosio & Sandro Montresor, 2022. "The pro-export effect of subnational migration networks: new evidence from Spanish provinces," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(1), pages 53-107, February.
    100. Zhao, Yongzhi & Ji, Changjing & Chen, Yangfen & Zhu, Xueqin, 2024. "Who gains, who loses? – The impact of the belt and road initiative on bilateral agricultural trade," China Economic Review, Elsevier, vol. 88(C).
    101. Jean-Frédéric Morin & Clara Brandi & Jakob Schwab, 2024. "Environmental agreements as clubs: Evidence from a new dataset of trade provisions," The Review of International Organizations, Springer, vol. 19(1), pages 33-62, January.

  7. Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.

    Cited by:

    1. Okui, Ryo & Yanagi, Takahide, 2019. "Panel data analysis with heterogeneous dynamics," Journal of Econometrics, Elsevier, vol. 212(2), pages 451-475.
    2. Ryo Okui & Takahide Yanagi, 2018. "Kernel Estimation for Panel Data with Heterogeneous Dynamics," Papers 1802.08825, arXiv.org, revised May 2019.
    3. Gobillon, Laurent & Magnac, Thierry & Roux, Sébastien, 2025. "Lifecycle Wages and Human Capital Investments: Selection and Missing Data," IZA Discussion Papers 17838, IZA Network @ LISER.
    4. Kutta, Tim & Dette, Holger, 2024. "Validating approximate slope homogeneity in large panels," Journal of Econometrics, Elsevier, vol. 246(1).
    5. Stéphane Bonhomme & Martin Weidner, 2019. "Posterior average effects," CeMMAP working papers CWP43/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    6. Magnac, Thierry & Roux, Sébastien, 2021. "Heterogeneity and wage inequalities over the life cycle," European Economic Review, Elsevier, vol. 134(C).
    7. Barras, Laurent & Scaillet, Olivier & Gagliardini, Patrick, 2021. "Skill, scale, and value creation in the mutual fund industry," Working Papers unige:150822, University of Geneva, Geneva School of Economics and Management.

  8. St'ephane Bonhomme & Martin Weidner, 2018. "Minimizing Sensitivity to Model Misspecification," Papers 1807.02161, arXiv.org, revised Oct 2021.

    Cited by:

    1. Kfir Eliaz & Ran Spiegler & Yair Weiss, 2019. "Cheating with (Recursive) Models," Papers 1911.01251, arXiv.org.
    2. Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey & James M. Robins, 2022. "Locally Robust Semiparametric Estimation," Econometrica, Econometric Society, vol. 90(4), pages 1501-1535, July.
    3. Jungbin Hwang & Byunghoon Kang & Seojeong Lee, 2019. "A Doubly Corrected Robust Variance Estimator for Linear GMM," Papers 1908.07821, arXiv.org, revised May 2020.
    4. Isaiah Andrews & Matthew Gentzkow & Jesse M. Shapiro, 2018. "On the Informativeness of Descriptive Statistics for Structural Estimates," NBER Working Papers 25217, National Bureau of Economic Research, Inc.
    5. Hirano, Keisuke & Porter, Jack R., 2020. "Asymptotic analysis of statistical decision rules in econometrics," Handbook of Econometrics, in: Steven N. Durlauf & Lars Peter Hansen & James J. Heckman & Rosa L. Matzkin (ed.), Handbook of Econometrics, edition 1, volume 7, chapter 0, pages 283-354, Elsevier.
    6. Timothy B. Armstrong & Michal Koles'r, 2018. "Sensitivity Analysis using Approximate Moment Condition Models," Cowles Foundation Discussion Papers 2158, Cowles Foundation for Research in Economics, Yale University.
    7. de Paula, Aureo, 2020. "The Informativeness of Estimation Moments," CEPR Discussion Papers 14298, C.E.P.R. Discussion Papers.
    8. Maximilian Blesch & Philipp Eisenhauer, 2021. "Robust decision-making under risk and ambiguity," Papers 2104.12573, arXiv.org, revised Oct 2021.
    9. Ashesh Rambachan & Jonathan Roth, 2020. "Design-Based Uncertainty for Quasi-Experiments," Papers 2008.00602, arXiv.org, revised Jun 2025.
    10. Stéphane Bonhomme & Martin Weidner, 2019. "Posterior average effects," CeMMAP working papers CWP43/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Byunghoon Kang, 2018. "Higher Order Approximation of IV Estimators with Invalid Instruments," Working Papers 257105320, Lancaster University Management School, Economics Department.
    12. Raffaella Giacomini & Toru Kitagawa & Harald Uhlig, 2019. "Estimation Under Ambiguity," CeMMAP working papers CWP24/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Stéphane Bonhomme & Martin Weidner, 2022. "Minimizing sensitivity to model misspecification," Quantitative Economics, Econometric Society, vol. 13(3), pages 907-954, July.
    14. Raffaella Giacomini & Toru Kitagawa & Matthew Read, 2021. "Robust Bayesian Analysis for Econometrics," Working Paper Series WP-2021-11, Federal Reserve Bank of Chicago.
    15. Jiaming Mao & Zhesheng Zheng, 2020. "Structural Regularization," Papers 2004.12601, arXiv.org, revised Jun 2020.
    16. Naghi, Andrea A. & Váradi, Máté & Zhelonkin, Mikhail, 2025. "Robust Estimation of Probit Models with Endogeneity," Econometrics and Statistics, Elsevier, vol. 34(C), pages 78-90.
    17. Ruoyao Shi, 2021. "An Averaging Estimator for Two Step M Estimation in Semiparametric Models," Working Papers 202105, University of California at Riverside, Department of Economics.
    18. Maximilian Blesch & Philipp Eisenhauer, 2023. "Robust Decision-Making under Risk and Ambiguity," Rationality and Competition Discussion Paper Series 463, CRC TRR 190 Rationality and Competition.
    19. Bo E. Honoré & Thomas Jorgensen & Áureo de Paula, 2019. "Sensitivity of Estimation Precision to Moments with an Application to a Model of Joint Retirement Planning of Couples," CeMMAP working papers CWP36/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    20. Andrea A. Naghi & Máté Váradi & Mikhail Zhelonkin, 2021. "Robust Estimation of Probit Models with Endogeneity," Tinbergen Institute Discussion Papers 21-004/III, Tinbergen Institute.
    21. Stéphane Bonhomme & Martin Weidner, 2020. "Posterior average effects," CeMMAP working papers CWP49/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    22. Lars Peter Hansen & Thomas J. Sargent, 2024. "Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(6), pages 969-999, September.
    23. Matthew A. Masten & Alexandre Poirier, 2021. "Salvaging Falsified Instrumental Variable Models," Econometrica, Econometric Society, vol. 89(3), pages 1449-1469, May.
    24. Chen, Xiaohong & Hansen, Lars Peter & Hansen, Peter G., 2024. "Robust inference for moment condition models without rational expectations," Journal of Econometrics, Elsevier, vol. 243(1).
    25. Pietro Emilio Spini, 2021. "Robustness, Heterogeneous Treatment Effects and Covariate Shifts," Papers 2112.09259, arXiv.org, revised Aug 2024.
    26. Claudia Noack, 2021. "Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption," Papers 2106.06421, arXiv.org.
    27. Gospodinov, Nikolay & Maasoumi, Esfandiar, 2021. "Generalized aggregation of misspecified models: With an application to asset pricing," Journal of Econometrics, Elsevier, vol. 222(1), pages 451-467.

  9. Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018. "Network and Panel Quantile Effects Via Distribution Regression," Papers 1803.08154, arXiv.org, revised Jun 2020.

    Cited by:

    1. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    2. Alvarado, Rafael & Cuesta, Lizeth & Kumar, Pavan & Rehman, Abdul & Murshed, Muntasir & Işık, Cem & Vega, Nora & Ochoa-Moreno, Santiago & Tillaguango, Brayan, 2022. "Impact of natural resources on economic progress: Evidence for trading blocs in Latin America using non-linear econometric methods," Resources Policy, Elsevier, vol. 79(C).
    3. Neary, Peter & Carrère, Céline & Mrázová, Monika, 2020. "Gravity without Apologies: The Science of Elasticities, Distance, and Trade," CEPR Discussion Papers 14473, C.E.P.R. Discussion Papers.
    4. Peter Neary & Céline Carrère & Monika Mrázová, 2020. "Gravity without Apology: The Science of Elasticities, Distance, and Trade," Economics Series Working Papers 904, University of Oxford, Department of Economics.
    5. Ivan Fernandez-Val & Wayne Yuan Gao & Yuan Liao & Francis Vella, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," Papers 2202.04154, arXiv.org, revised Jul 2025.
    6. Vu, Dung Anh & Van Nguyen, Thinh & Nhu, Quang Minh & Tran, Tuyen Quang, 2024. "Does increased digital transformation promote a firm's financial performance? New insights from the quantile approach," Finance Research Letters, Elsevier, vol. 64(C).
    7. Tatsushi Oka & Shota Yasui & Yuta Hayakawa & Undral Byambadalai, 2024. "Regression Adjustment for Estimating Distributional Treatment Effects in Randomized Controlled Trials," Papers 2407.14074, arXiv.org, revised Jan 2025.
    8. Alnafrah, Ibrahim & Belyaeva, Zhanna, 2024. "The nonlinear road to happiness: Making sense of ESGD impacts on well-being," Structural Change and Economic Dynamics, Elsevier, vol. 70(C), pages 365-381.
    9. Andreas Dzemski, 2019. "An Empirical Model of Dyadic Link Formation in a Network with Unobserved Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 763-776, December.
    10. Maike Hohberg & Peter Pütz & Thomas Kneib, 2020. "Treatment effects beyond the mean using distributional regression: Methods and guidance," PLOS ONE, Public Library of Science, vol. 15(2), pages 1-29, February.
    11. Yunyun Wang & Tatsushi Oka & Dan Zhu, 2022. "Bivariate Distribution Regression with Application to Insurance Data," Papers 2203.12228, arXiv.org, revised Sep 2023.
    12. Yunyun Wang & Tatsushi Oka & Dan Zhu, 2023. "Distributional Vector Autoregression: Eliciting Macro and Financial Dependence," Papers 2303.04994, arXiv.org.
    13. Nathan Kallus & Miruna Oprescu, 2022. "Robust and Agnostic Learning of Conditional Distributional Treatment Effects," Papers 2205.11486, arXiv.org, revised Jun 2025.

  10. Hyungsik Roger Moon & Martin Weidner, 2018. "Nuclear Norm Regularized Estimation of Panel Regression Models," Papers 1810.10987, arXiv.org, revised Feb 2026.

    Cited by:

    1. Jörg Breitung & Philipp Hansen, 2021. "Alternative estimation approaches for the factor augmented panel data model with small T," Empirical Economics, Springer, vol. 60(1), pages 327-351, January.
    2. Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021. "Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure," Journal of Econometrics, Elsevier, vol. 220(2), pages 416-446.
    3. Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023. "High-dimensional VARs with common factors," Journal of Econometrics, Elsevier, vol. 233(1), pages 155-183.
    4. Vogt, M. & Walsh, C. & Linton, O., 2022. "CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects," Cambridge Working Papers in Economics 2242, Faculty of Economics, University of Cambridge.
    5. Gobillon, Laurent & Magnac, Thierry & Roux, Sébastien, 2025. "Lifecycle Wages and Human Capital Investments: Selection and Missing Data," IZA Discussion Papers 17838, IZA Network @ LISER.
    6. Ando, Tomohiro & Bai, Jushan & Lu, Lina & Vojtech, Cindy M., 2024. "Scenario-based quantile connectedness of the U.S. interbank liquidity risk network," Journal of Econometrics, Elsevier, vol. 244(2).
    7. Belloni, Alexandre & Chen, Mingli & Madrid Padilla, Oscar Hernan & Wang, Zixuan (Kevin), 2019. "High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing," The Warwick Economics Research Paper Series (TWERPS) 1230, University of Warwick, Department of Economics.
    8. Luca Margaritella & Joakim Westerlund, 2023. "Using information criteria to select averages in CCE," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 405-421.
    9. Linton, O. B. & Rücker, M. & Vogt, M. & Walsh, C., 2024. "Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects," Cambridge Working Papers in Economics 2467, Faculty of Economics, University of Cambridge.
    10. Martin Mugnier, 2022. "A Simple and Computationally Trivial Estimator for Grouped Fixed Effects Models," Papers 2203.08879, arXiv.org, revised Apr 2025.
    11. Andreas Dzemski & Ryo Okui, 2024. "Confidence set for group membership," Quantitative Economics, Econometric Society, vol. 15(2), pages 245-277, May.
    12. Denis Chetverikov & Elena Manresa, 2022. "Spectral and post-spectral estimators for grouped panel data models," Papers 2212.13324, arXiv.org, revised Dec 2022.
    13. Juan M. Rodriguez-Poo & Alexandra Soberon & Stefan Sperlich, 2025. "Inference on panel data models with a generalized factor structure," Papers 2506.10690, arXiv.org.
    14. Junlong Feng, 2019. "Regularized Quantile Regression with Interactive Fixed Effects," Papers 1911.00166, arXiv.org, revised Mar 2021.
    15. Claudia Pigini & Alessandro Pionati & Francesco Valentini, 2023. "Specification testing with grouped fixed effects," Papers 2310.01950, arXiv.org, revised Sep 2025.
    16. Martin Mugnier, 2022. "Make the Difference! computationally Trivial Estimators for Grouped Fixed Effects Models," Working Papers 2022-07, Center for Research in Economics and Statistics.
    17. Hong, Shengjie & Su, Liangjun & Jiang, Tao, 2023. "Profile GMM estimation of panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 235(2), pages 927-948.
    18. Mugnier, Martin, 2025. "A simple and computationally trivial estimator for grouped fixed effects models," Journal of Econometrics, Elsevier, vol. 250(C).
    19. Pionati, Alessandro, 2025. "Latent grouped structures in panel data: a review," MPRA Paper 123954, University Library of Munich, Germany.

  11. Iv'an Fern'andez-Val & Martin Weidner, 2017. "Fixed Effect Estimation of Large T Panel Data Models," Papers 1709.08980, arXiv.org, revised Mar 2018.

    Cited by:

    1. Martin Weidner & Thomas Zylkin, 2021. "Bias and consistency in three-way gravity models," CeMMAP working papers CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    2. Fantazzini, Dean, 2025. "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," MPRA Paper 126906, University Library of Munich, Germany.
    3. Vira Semenova & Matt Goldman & Victor Chernozhukov & Matt Taddy, 2023. "Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence," Quantitative Economics, Econometric Society, vol. 14(2), pages 471-510, May.
    4. Yugang He, 2024. "Artificial intelligence and socioeconomic forces: transforming the landscape of religion," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-10, December.
    5. Yafei Wang & Zihan Zhao & Ming Xu & Zhixiong Tan & Jingwei Han & Lichen Zhang & Siying Chen, 2023. "Agriculture–Tourism Integration’s Impact on Agricultural Green Productivity in China," Agriculture, MDPI, vol. 13(10), pages 1-22, October.
    6. Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," Papers 2402.05030, arXiv.org, revised Nov 2024.
    7. Soyoung Kim & Yuki Higuchi & Kei Kajisa & Yasuyuki Sawada, 2024. "Infrastructure and Structural Transformation: Evidence from Satellite, Administrative, and Multi-Generation Household Data in a Developing Country," CIRJE F-Series CIRJE-F-1237, CIRJE, Faculty of Economics, University of Tokyo.
    8. Hou, Yanxi & Leng, Xuan & Peng, Liang & Zhou, Yinggang, 2024. "Panel quantile regression for extreme risk," Journal of Econometrics, Elsevier, vol. 240(1).
    9. Mariam Camarero & Laura Montolio & Cecilio Tamarit, 2022. "Explaining German outward FDI in the EU: a reassessment using Bayesian model averaging and GLM estimators," Empirical Economics, Springer, vol. 62(2), pages 487-511, February.
    10. Mingyang Li & Linlin Niu & Andrew Pua, 2020. "Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations," Working Papers 2020-12-30, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    11. Carneiro, Anabela & Portugal, Pedro & Raposo, Pedro & Rodrigues, Paulo M.M., 2023. "The persistence of wages," Journal of Econometrics, Elsevier, vol. 233(2), pages 596-611.
    12. Ivan Fernandez-Val & Wayne Yuan Gao & Yuan Liao & Francis Vella, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," Papers 2202.04154, arXiv.org, revised Jul 2025.
    13. Yuki Takara & Shingo Takagi, 2023. "An empirical approach to measure unobserved cultural relations using music trade data," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 47(2), pages 205-245, June.
    14. Bonaccolto-Töpfer, Marina & Castagnetti, Carolina & Prümer, Stephanie, 2022. "Understanding the public-private sector wage gap in Germany: New evidence from a Fixed Effects quantile Approach∗," Economic Modelling, Elsevier, vol. 116(C).
    15. Abdulaziz Alsultan & Khaled Hussainey, 2024. "The Moderating Effect of Ownership Structure on the Relationship between Related Party Transactions and Earnings Quality: Evidence from Saudi Arabia," IJFS, MDPI, vol. 12(3), pages 1-25, June.
    16. Sebastian Calonico & Matias D. Cattaneo & Max H. Farrell, 2018. "Coverage Error Optimal Confidence Intervals for Local Polynomial Regression," Papers 1808.01398, arXiv.org, revised Jul 2021.
    17. Czarnowske, Daniel & Stammann, Amrei, 2022. "Latent unbalancedness in three-way gravity models," Economics Letters, Elsevier, vol. 220(C).
    18. Crozet, Matthieu & Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2021. "Worth the pain? Firms’ exporting behaviour to countries under sanctions," European Economic Review, Elsevier, vol. 134(C).
    19. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2020. "Is there a euro effect in the drivers of US FDI? New evidence using Bayesian Model Averaging techniques," Working Papers 2020/25, Economics Department, Universitat Jaume I, Castellón (Spain).
    20. Chernozhukov, Victor & Fernández-Val, Iván & Weidner, Martin, 2024. "Network and panel quantile effects via distribution regression," Journal of Econometrics, Elsevier, vol. 240(2).
    21. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2022. "A fresh assessment of the euro effect on outward US FDI," Working Papers 2209, Department of Applied Economics II, Universidad de Valencia.
    22. Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021. "Nonlinear factor models for network and panel data," Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
    23. Gao, Jiti & Liu, Fei & Peng, Bin & Yan, Yayi, 2023. "Binary response models for heterogeneous panel data with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 235(2), pages 1654-1679.
    24. Liyuan Cui & Guanhao Feng & Yongmiao Hong, 2024. "Regularized Gmm For Time‐Varying Models With Applications To Asset Pricing," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(2), pages 851-883, May.
    25. Camarero, Mariam & Moliner, Sergi & Tamarit, Cecilio, 2024. "A Fresh Assessment of the Depth of the “Euro Effect" on US FDI," Single Market Economics Papers WP2024/18, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team.
    26. Cattaneo, Matias D & Jansson, Michael & Ma, Xinwei, 2019. "Two-Step Estimation and Inference with Possibly Many Included Covariates," University of California at San Diego, Economics Working Paper Series qt86c7x315, Department of Economics, UC San Diego.
    27. Yugang He, 2024. "E-commerce and foreign direct investment: pioneering a new era of trade strategies," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-14, December.
    28. Liang Chen, 2019. "Nonparametric Quantile Regressions for Panel Data Models with Large T," Papers 1911.01824, arXiv.org, revised Sep 2020.
    29. Dmitry Arkhangelsky & Guido Imbens, 2023. "Causal Models for Longitudinal and Panel Data: A Survey," Papers 2311.15458, arXiv.org, revised Jun 2024.
    30. Jochmans, Koen, 2024. "Modified-likelihood estimation of fixed-effect models for dyadic data," TSE Working Papers 24-1502, Toulouse School of Economics (TSE).
    31. Zhang, Huiming & Huang, Jiying & Wu, Kai & Wang, Shouyang & Nygaard, Christian & Qiu, Yueming, 2022. "Do political connections affect corporate poverty alleviation decisions? Evidence from China," China Economic Review, Elsevier, vol. 73(C).
    32. Okafor, Luke & Yan, Eric, 2022. "Covid-19 vaccines, rules, deaths, and tourism recovery," Annals of Tourism Research, Elsevier, vol. 95(C).
    33. Galvao, Antonio F. & Gu, Jiaying & Volgushev, Stanislav, 2020. "On the unbiased asymptotic normality of quantile regression with fixed effects," Journal of Econometrics, Elsevier, vol. 218(1), pages 178-215.
    34. Hatem Altaee, 2018. "Trade Openness and Economic Growth in the GCC Countries: A Panel Data Analysis Approach," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, vol. 11(3), pages 57-64, December.
    35. Iparraguirre José & Carena Bruno & Stratta Nicolás, 2023. "Trabajadores a tiempo completo en situación de pobreza en Argentina," Asociación Argentina de Economía Política: Working Papers 4661, Asociación Argentina de Economía Política.
    36. Magnac, Thierry & Roux, Sébastien, 2021. "Heterogeneity and wage inequalities over the life cycle," European Economic Review, Elsevier, vol. 134(C).
    37. Kevin Dano & Bo E. Honor'e & Martin Weidner, 2025. "Binary choice logit models with general fixed effects for panel and network data," Papers 2508.11556, arXiv.org.
    38. Xuan Leng & Jiaming Mao & Yutao Sun, 2023. "Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities," Papers 2305.03134, arXiv.org, revised Jan 2026.
    39. Birzhan Batkeyev & David R. DeRemer, 2022. "Mountains of Evidence: The Effects of Abnormal Air Pollution on Crime," Working Papers 2022/04, Nazarbayev University, Graduate School of Business.
    40. Quang Khai Nguyen, 2024. "How Does Financial Flexibility Strategy Impact on Risk Management Effectiveness?," SAGE Open, , vol. 14(2), pages 21582440241, May.
    41. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2020. "Japan's FDI drivers in a time of financial uncertainty. New evidence based on Bayesian Model," Working Papers 2007, Department of Applied Economics II, Universidad de Valencia.
    42. Bo E Honoré & Áureo de Paula, 2021. "Identification in simple binary outcome panel data models," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 78-93.
    43. Lu, Xun & Su, Liangjun, 2020. "Determining individual or time effects in panel data models," Journal of Econometrics, Elsevier, vol. 215(1), pages 60-83.
    44. Camarero, Mariam & Moliner, Sergi & Tamarit, Cecilio, 2021. "Japan's FDI drivers in a time of financial uncertainty. New evidence based on Bayesian Model Averaging," Japan and the World Economy, Elsevier, vol. 57(C).
    45. Irene Botosaru & Chris Muris, 2022. "Identification of time-varying counterfactual parameters in nonlinear panel models," Papers 2212.09193, arXiv.org, revised Nov 2023.
    46. Gobillon, Laurent & Magnac, Thierry & Roux, Sébastien, 2022. "Lifecycle Wages and Human Capital Investments: Selection and Missing Data," TSE Working Papers 22-1299, Toulouse School of Economics (TSE).
    47. Liu, Zhe & Zhu, Houle & Wilson, Jeffrey & Adams, Michelle & Walker, Tony R. & Xu, Yueying & Tang, Yu & Wang, Ziyu & Liu, Tongtong & Chen, Qinghua, 2024. "Achieving China's ‘double carbon goals’, an analysis of the potential and cost of carbon capture in the resource-based area: Northwestern China," Energy, Elsevier, vol. 292(C).

  12. Johan Vikstrom & Geert Ridder & Martin Weidner, 2017. "Bounds On Treatment Effects On Transitions," Papers 1709.08981, arXiv.org.

    Cited by:

    1. Sukjin Han, 2018. "Identification in Nonparametric Models for Dynamic Treatment Effects," Papers 1805.09397, arXiv.org, revised Jan 2019.
    2. Fitzenberger, Bernd & Osikominu, Aderonke & Paul, Marie, 2023. "The effects of training incidence and planned training duration on labor market transitions," Journal of Econometrics, Elsevier, vol. 235(1), pages 256-279.
    3. Yechan Park & Yuya Sasaki, 2024. "The Informativeness of Combined Experimental and Observational Data under Dynamic Selection," Papers 2403.16177, arXiv.org.

  13. Koen Jochmans & Martin Weidner, 2016. "Fixed-Effect Regressions on Network Data," Papers 1608.01532, arXiv.org, revised Apr 2019.

    Cited by:

    1. Bonhomme, Stéphane & Denis, Angela, 2024. "Estimating heterogeneous effects: Applications to labor economics," Labour Economics, Elsevier, vol. 91(C).
    2. Katarína Borovičková & Robert Shimer, 2017. "High Wage Workers Work for High Wage Firms," NBER Working Papers 24074, National Bureau of Economic Research, Inc.
    3. Martin Weidner & Thomas Zylkin, 2021. "Bias and consistency in three-way gravity models," CeMMAP working papers CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Philippe CHONÉ & Lionel WILNER, 2019. "Competition on Unobserved Attributes: The Case of the Hospital Industry," Working Papers 2019-21, Center for Research in Economics and Statistics.
    5. Vanessa Alviarez & Keith Head & Thierry Mayer, 2021. "Global Giants and Local Stars: How Changes in Brand Ownership Affect Competition," Sciences Po Economics Discussion Papers hal-03389199, HAL.
    6. Federico Crippa, 2025. "Identification, Estimation, and Inference in Two-Sided Interaction Models," Papers 2510.22884, arXiv.org.
    7. Ester Faia & Gianmarco I. P. Ottaviano & Saverio Spinella, 2023. "Robot adoption, worker-firm sorting and wage inequality: evidence from administrative panel data," CEP Discussion Papers dp1902, Centre for Economic Performance, LSE.
    8. Ajay Bhaskarabhatla & Luis Cabral & Deepak Hegde & Thomas Peeters, 2021. "Are Inventors or Firms the Engines of Innovation?," Management Science, INFORMS, vol. 67(6), pages 3899-3920, June.
    9. Stéphane Bonhomme & Koen Jochmans & Martin Weidner, 2025. "A neyman-orthogonalization approach to the incidental parameter problem," CeMMAP working papers 05/25, Institute for Fiscal Studies.
    10. Peeters, Thomas & van Ours, Jan C., 2022. "International Assortative Matching in the European Labor Market," IZA Discussion Papers 15521, IZA Network @ LISER.
    11. Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2017. "Discretizing unobserved heterogeneity," IFS Working Papers W17/03, Institute for Fiscal Studies.
    12. Stéphane Bonhomme & Kerstin Holzheu & Thibaut Lamadon & Elena Manresa & Magne Mogstad & Bradley Setzler, 2020. "How Much Should we Trust Estimates of Firm Effects and Worker Sorting?," NBER Working Papers 27368, National Bureau of Economic Research, Inc.
    13. Arthur Lewbel & Samuel Norris & Krishna Pendakur & Xi Qu, 2018. "Consumption Peer Effects and Utility Needs in India," Boston College Working Papers in Economics 958, Boston College Department of Economics, revised 15 Sep 2021.
    14. Haus, Martin, 2025. "Breaking Out of Low-Effort Traps: Bureaucratic Leadership by Persuasion," SocArXiv 9zx5w_v1, Center for Open Science.
    15. Halvarsson, Daniel & Lark, Olga & Gustavsson Tingvall, Patrik, 2022. "Foreign Ownership and Transferring of Gender Norms," Working Paper Series 1433, Research Institute of Industrial Economics.
    16. Halvarsson, Daniel & Lark, Olga & Gustavsson Tingvall, Patrik, 2022. "Foreign Ownership and Transferring of Gender Norms," Working Papers 2022:6, Lund University, Department of Economics.
    17. Esteves, Rui & Geisler Mesevage, Gabriel, 2019. "Social Networks in Economic History: Opportunities and Challenges," Explorations in Economic History, Elsevier, vol. 74(C).
    18. Michael P. Leung, 2021. "Network Cluster-Robust Inference," Papers 2103.01470, arXiv.org, revised Feb 2023.
    19. Junhui Cai & Dan Yang & Ran Chen & Wu Zhu & Haipeng Shen & Linda Zhao, 2021. "Network regression and supervised centrality estimation," Papers 2111.12921, arXiv.org, revised Feb 2025.
    20. Jochmans, Koen, 2025. "Identification in Models for Matched Panel Data with Two-Sided Random Effects," TSE Working Papers 25-1649, Toulouse School of Economics (TSE), revised Oct 2025.
    21. Patrick Kline & Raffaele Saggio & Mikkel S{o}lvsten, 2018. "Leave-out estimation of variance components," Papers 1806.01494, arXiv.org, revised Aug 2019.
    22. Kline, Patrick, 2024. "Firm wage effects," Handbook of Labor Economics,, Elsevier.
    23. Hou, Shihang & Heath Milsom, Luke, 2025. "The Role of Firms and Occupations in Wage Inequality," VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy 325461, Verein für Socialpolitik / German Economic Association.
    24. Kramarz, Francis & Martin, Julien & Mejean, Isabelle, 2020. "Volatility in the small and in the large: The lack of diversification in international trade," Journal of International Economics, Elsevier, vol. 122(C).
    25. Jochmans, K., 2019. "Heteroskedasticity-Robust Inference in Linear Regression Models," Cambridge Working Papers in Economics 1957, Faculty of Economics, University of Cambridge.
    26. Bartanen, Brendan & Husain, Aliza N., 2022. "Connected networks in principal value-added models," Economics of Education Review, Elsevier, vol. 90(C).
    27. Damien Babet & Olivier Godechot & Marco G. Palladino, 2025. "In the Land of AKM: Explaining the Dynamics of Wage Inequality in France," Working papers 987, Banque de France.

  14. Mario Cruz-Gonzalez & Ivan Fernandez-Val & Martin Weidner, 2016. "probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects," Papers 1610.07714, arXiv.org, revised Feb 2017.

    Cited by:

    1. David W. Hughes, 2021. "Estimating Nonlinear Network Data Models with Fixed Effects," Boston College Working Papers in Economics 1058, Boston College Department of Economics.
    2. Carlos Pombo & Cristian Pinto-Gutierrez & Mauricio Jara-BetÔøΩn, 2022. "Multiple large shareholder coalitions, institutional ownership and investment decisions: Evidence from cross-border deals in Latin America," Documentos CEDE 20333, Universidad de los Andes, Facultad de Economía, CEDE.
    3. Troels Kristensen & Kim Rose-Olsen & Christian Volmar Skovsgaard, 2020. "Effects of Point-Of-Care Testing in General Practice for Type 2 Diabetes Patients on Ambulatory Visits and Hospitalizations," IJERPH, MDPI, vol. 17(17), pages 1-16, August.
    4. Antonio C. David & Can Sever, 2024. "Electoral cycles in tax reforms," Empirical Economics, Springer, vol. 67(2), pages 495-529, August.
    5. Raf Van Gestel & Tobias Müller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Health Economics, John Wiley & Sons, Ltd., vol. 27(9), pages 1340-1353, September.
    6. Artūras Juodis, 2022. "A regularization approach to common correlated effects estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 788-810, June.
    7. Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit," MPRA Paper 110034, University Library of Munich, Germany.
    8. Adam G. Walke & Edward B. Barbier, 2025. "Land Redistribution and Agricultural Frontier Expansion," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 51(2), pages 165-197, April.
    9. Xiao, Han & Zheng, Xinye & Xie, Lunyu, 2022. "Promoting pro-poor growth through infrastructure investment: Evidence from the Targeted Poverty Alleviation program in China," China Economic Review, Elsevier, vol. 71(C).
    10. Chernozhukov, Victor & Fernández-Val, Iván & Weidner, Martin, 2024. "Network and panel quantile effects via distribution regression," Journal of Econometrics, Elsevier, vol. 240(2).
    11. Dong, Siyuan & Wang, Na & Fan, Chengwei & Chen, Shi & Zhang, Lei, 2024. "E-commerce and rural women entrepreneurship ——Based on the quasi-natural experiment of “comprehensive demonstration policy” for E-commerce in rural areas," Economic Analysis and Policy, Elsevier, vol. 83(C), pages 749-765.
    12. Ahmet Ihsan Kaya & Lutfi Erden & Ibrahim Ozkan, 2022. "Detecting capital flow surges in developing countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3510-3530, July.
    13. Nakatani, Ryota, 2020. "Macroprudential policy and the probability of a banking crisis," Journal of Policy Modeling, Elsevier, vol. 42(6), pages 1169-1186.
    14. Siranova, Maria & Tiruneh, Menbere Workie & Fisera, Boris, 2021. "Creating the illicit capital flows network in Europe – Do the net errors and omissions follow an economic pattern?," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 955-973.
    15. Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021. "Nonlinear factor models for network and panel data," Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
    16. Nicolae Stef, 2021. "Institutions and corporate financial distress in Central and Eastern Europe," European Journal of Law and Economics, Springer, vol. 52(1), pages 57-87, August.
    17. Ryuki Kobayashi, 2023. "The effects of new technology on productivity: technological improvement and reallocation efficiency in the Japanese steelmaking industry," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 12(1), pages 1-24, December.
    18. Alexander De Juan & Tim Wegenast, 2020. "Temperatures, food riots, and adaptation: A long-term historical analysis of England," Journal of Peace Research, Peace Research Institute Oslo, vol. 57(2), pages 265-280, March.
    19. Réka Juhász & Claudia Steinwender, 2018. "Spinning the Web: The Impact of ICT on Trade in Intermediates and Technology Diffusion," NBER Working Papers 24590, National Bureau of Economic Research, Inc.
    20. Jifeng Mu & Jonathan Z. Zhang, 2021. "Seller marketing capability, brand reputation, and consumer journeys on e-commerce platforms," Journal of the Academy of Marketing Science, Springer, vol. 49(5), pages 994-1020, September.
    21. David Córcoles & Carmen Díaz-Mora & Rosario Gandoy & Ángela Triguero, 2023. "The role of servitization in international entrepreneurship: An analysis for Spanish manufacturing firms," Journal of International Entrepreneurship, Springer, vol. 21(2), pages 214-244, June.
    22. K. Aleks Schaefer & Daniel P. Scheitrum & Steven van Winden, 2022. "Returns on investment to the British bovine tuberculosis control programme," Journal of Agricultural Economics, Wiley Blackwell, vol. 73(2), pages 472-489, June.
    23. Cosima Obst, 2022. "Job Satisfaction and Training Investments," CEPA Discussion Papers 47, Center for Economic Policy Analysis.
    24. David Brady & Richard Carpiano & Michaela Curran, 2023. "A test of the predictive validity of relative versus absolute income for self-reported health and well-being in the United States," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 48(26), pages 775-808.
    25. Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019. "Persistent zeros: The extensive margin of trade," Kiel Working Papers 2139, Kiel Institute for the World Economy.
    26. Jaworski, Taylor & Keay, Ian, 2022. "Globalization and the spread of industrialization in Canada, 1871–1891," Explorations in Economic History, Elsevier, vol. 86(C).
    27. Raf Van Gestel & Tobias Mueller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Diskussionsschriften dp1809, Universitaet Bern, Departement Volkswirtschaft.
    28. Federici, Daniela & Parisi, Valentino & Ferrante, Francesco, 2020. "Heterogeneous firms, corporate taxes and export behavior: A firm-level investigation for Italy," Economic Modelling, Elsevier, vol. 88(C), pages 98-112.
    29. Daniel Czarnowske & Amrei Stammann, 2019. "Fixed Effects Binary Choice Models: Estimation and Inference with Long Panels," Papers 1904.04217, arXiv.org, revised Oct 2020.
    30. Valentina Raimondi & Margherita Scoppola, 2024. "Liberalising non‐tariff measures through regional trade agreements: The impact on multinational production," The World Economy, Wiley Blackwell, vol. 47(8), pages 3308-3338, August.
    31. Stojanovikj, Martin & Petrevski, Goran, 2019. "Adopting inflation targeting in emerging markets: exploring the factors behind the decision," MPRA Paper 115797, University Library of Munich, Germany, revised 18 Jun 2020.
    32. Elizabeth Blankespoor & Bradley E. Hendricks & Joseph Piotroski & Christina Synn, 2022. "Real-time revenue and firm disclosure," Review of Accounting Studies, Springer, vol. 27(3), pages 1079-1116, September.
    33. Marta F. Arroyabe & Martin Schumann, 2022. "On the Estimation of True State Dependence in the Persistence of Innovation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 850-893, August.
    34. Brady, David & Curran, Michaela & Carpiano, Richard M., 2023. "A test of the predictive validity of relative versus absolute income for self-reported health and well-being in the United States," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 48, pages 775-808.
    35. David W. Hughes, 2022. "A jackknife bias correction for nonlinear network data models with fixed effects," Papers 2203.15603, arXiv.org, revised Nov 2025.

  15. Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Oct 2019.

    Cited by:

    1. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
    2. Ivan Fernandez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-rank approximations of nonseparable panel models," CeMMAP working papers CWP52/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. David W. Hughes, 2021. "Estimating Nonlinear Network Data Models with Fixed Effects," Boston College Working Papers in Economics 1058, Boston College Department of Economics.
    4. Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor, 2022. "SONIC: SOcial Network analysis with Influencers and Communities," Journal of Econometrics, Elsevier, vol. 228(2), pages 177-220.
    5. Ando, Tomohiro & Bai, Jushan & Li, Kunpeng, 2022. "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 230(1), pages 20-38.
    6. Martin Weidner & Thomas Zylkin, 2021. "Bias and consistency in three-way gravity models," CeMMAP working papers CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    7. Daniel Czarnowske & Amrei Stammann, 2020. "Inference in Unbalanced Panel Data Models with Interactive Fixed Effects," Papers 2004.03414, arXiv.org, revised Jun 2025.
    8. Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021. "Interactive Effects Panel Data Models with General Factors and Regressors," Papers 2111.11506, arXiv.org.
    9. Artūras Juodis & Simas Kučinskas, 2023. "Quantifying noise in survey expectations," Quantitative Economics, Econometric Society, vol. 14(2), pages 609-650, May.
    10. Williams, Benjamin, 2020. "Nonparametric identification of discrete choice models with lagged dependent variables," Journal of Econometrics, Elsevier, vol. 215(1), pages 286-304.
    11. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
    12. Jiti Gao & Fei Liu & Bin Peng & Yayi Yan, 2020. "Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects," Papers 2012.03182, arXiv.org, revised Nov 2021.
    13. Lena Boneva (Körber) & Oliver Linton, 2017. "A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance," CeMMAP working papers CWP02/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    14. Wang, Fa, 2017. "Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions," MPRA Paper 93484, University Library of Munich, Germany, revised 19 May 2019.
    15. Artūras Juodis, 2022. "A regularization approach to common correlated effects estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 788-810, June.
    16. Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit," MPRA Paper 110034, University Library of Munich, Germany.
    17. Liang Chen & Juan J. Dolado & Jesús Gonzalo, 2021. "Quantile Factor Models," Econometrica, Econometric Society, vol. 89(2), pages 875-910, March.
    18. Susan Athey & Guido Imbens, 2025. "Identification of Average Treatment Effects in Nonparametric Panel Models," Papers 2503.19873, arXiv.org.
    19. Iv'an Fern'andez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-Rank Approximations of Nonseparable Panel Models," Papers 2010.12439, arXiv.org, revised Mar 2021.
    20. Escribano, Alvaro & Peña, Daniel & Ruiz, Esther, 2021. "30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1333-1337.
    21. Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2017. "Discretizing unobserved heterogeneity," IFS Working Papers W17/03, Institute for Fiscal Studies.
    22. Pigini, Claudia & Pionati, Alessandro & Valentini, Francesco, 2023. "Specification testing with grouped fixed effects," MPRA Paper 117821, University Library of Munich, Germany.
    23. Jiti Gao & Fei Liu & Bin peng, 2020. "Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects," Monash Econometrics and Business Statistics Working Papers 44/20, Monash University, Department of Econometrics and Business Statistics.
    24. Jia Chen Author-Name-First: Jia & Yongcheol Shin & Chaowen Zheng, 2023. "Dynamic Quantile Panel Data Models with Interactive Effects," Economics Discussion Papers em-dp2023-06, Department of Economics, University of Reading.
    25. Wang, Peng & Wang, Xi, 2025. "Adjusted principal component estimation for binary factor model," MPRA Paper 123844, University Library of Munich, Germany.
    26. Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
    27. Sinem Hacioglu Hoke & George Kapetanios, 2017. "Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models," Bank of England working papers 683, Bank of England.
    28. Nicholas Brown & Jeffrey Wooldridge, 2023. "More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation," Working Paper 1497, Economics Department, Queen's University.
    29. Junhui Cai & Dan Yang & Ran Chen & Wu Zhu & Haipeng Shen & Linda Zhao, 2021. "Network regression and supervised centrality estimation," Papers 2111.12921, arXiv.org, revised Feb 2025.
    30. Bartolucci, Francesco & Pigini, Claudia, 2019. "Partial effects estimation for fixed-effects logit panel data models," MPRA Paper 92243, University Library of Munich, Germany.
    31. Cheng, Tingting & Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2024. "GMM estimation for high-dimensional panel data models," Journal of Econometrics, Elsevier, vol. 244(1).
    32. Ma, Chenchen & Tu, Yundong, 2025. "When structural break meets threshold effect: Factor analysis under structural instabilities," Journal of Econometrics, Elsevier, vol. 249(PB).
    33. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    34. Liang Chen & Minyuan Zhang, 2023. "Common Correlated Effects Estimation of Nonlinear Panel Data Models," Papers 2304.13199, arXiv.org.
    35. Kline, Patrick, 2024. "Firm wage effects," Handbook of Labor Economics,, Elsevier.
    36. Xuan Leng & Jiaming Mao & Yutao Sun, 2023. "Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities," Papers 2305.03134, arXiv.org, revised Jan 2026.
    37. Jie Wei & Yonghui Zhang, 2022. "Panel Probit Models with Time‐Varying Individual Effects: Reestimating the Effects of Fertility on Female Labour Participation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 799-829, August.
    38. Zhou, Jin & Heckman, James J. & Liu, Bei & Lu, Mai, 2022. "The Impacts of a Prototypical Home Visiting Program on Child Skills," IZA Discussion Papers 15132, IZA Network @ LISER.
    39. Gao, Wenyu & Zhuang, Xudong & Wu, Yu & Xie, Yanxiang & Hu, Yunchao, 2025. "Foreign investors, agency problems and capital allocation efficiency: From the perspective of QFII shareholding," International Review of Financial Analysis, Elsevier, vol. 105(C).
    40. Danilo Leiva‐León & Gabriel Perez Quiros & Eyno Rots, 2024. "Real‐time weakness of the global economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(5), pages 813-832, August.
    41. Su, Liangjun & Wang, Fa, 2025. "Inference for large dimensional factor models under general missing data patterns," Journal of Econometrics, Elsevier, vol. 250(C).
    42. Wenqin Du & Bailey K. Fosdick & Wen Zhou, 2025. "Regression Modeling of the Count Relational Data with Exchangeable Dependencies," Papers 2502.11255, arXiv.org.
    43. David W. Hughes, 2022. "A jackknife bias correction for nonlinear network data models with fixed effects," Papers 2203.15603, arXiv.org, revised Nov 2025.
    44. Chen, Liang & Dolado, Juan José & Gonzalo, Jesús & Ramos Ramírez, Andrey David, 2013. "Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach," UC3M Working papers. Economics 35531, Universidad Carlos III de Madrid. Departamento de Economía.
    45. Ma, Chenchen & Tu, Yundong, 2023. "Group fused Lasso for large factor models with multiple structural breaks," Journal of Econometrics, Elsevier, vol. 233(1), pages 132-154.
    46. Ting Fung Ma & Fangfang Wang & Jun Zhu, 2023. "On generalized latent factor modeling and inference for high‐dimensional binomial data," Biometrics, The International Biometric Society, vol. 79(3), pages 2311-2320, September.
    47. Hugo Freeman, 2022. "Linear Multidimensional Regression with Interactive Fixed-Effects," Papers 2209.11691, arXiv.org, revised Mar 2025.
    48. Pionati, Alessandro, 2025. "Latent grouped structures in panel data: a review," MPRA Paper 123954, University Library of Munich, Germany.

  16. Hyungsik Roger Moon & Martin Weidner, 2014. "Linear regression for panel with unknown number of factors as interactive fixed effects," CeMMAP working papers CWP35/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
    2. Dmitry Arkhangelsky & Susan Athey & David A. Hirshberg & Guido W. Imbens & Stefan Wager, 2018. "Synthetic Difference in Differences," Papers 1812.09970, arXiv.org, revised Jul 2021.
    3. Jörg Breitung & Philipp Hansen, 2021. "Alternative estimation approaches for the factor augmented panel data model with small T," Empirical Economics, Springer, vol. 60(1), pages 327-351, January.
    4. Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton, 2022. "GMM Estimation for High-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers 11/22, Monash University, Department of Econometrics and Business Statistics.
    5. Ando, Tomohiro & Bai, Jushan & Li, Kunpeng, 2022. "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 230(1), pages 20-38.
    6. Liangjun Su & Sainan Jin & Yonghui Zhang, 2014. "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers 08-2014, Singapore Management University, School of Economics.
    7. Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021. "Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure," Journal of Econometrics, Elsevier, vol. 220(2), pages 416-446.
    8. Daniel Czarnowske & Amrei Stammann, 2020. "Inference in Unbalanced Panel Data Models with Interactive Fixed Effects," Papers 2004.03414, arXiv.org, revised Jun 2025.
    9. Su, Liangjun & Wang, Xia, 2017. "On time-varying factor models: Estimation and testing," Journal of Econometrics, Elsevier, vol. 198(1), pages 84-101.
    10. Jose Diogo Barbosa & Marcelo Moreira, 2017. "Likelihood inference and the role of initial conditions for the dynamic panel data model," CeMMAP working papers CWP04/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Nicholas Brown & Kyle Butts & Joakim Westerlund, 2023. "Simple Difference-in-Differences Estimation in Fixed-T Panels," Papers 2301.11358, arXiv.org, revised Jun 2023.
    12. Bin Peng & Liangjun Su & Joakim Westerlund & Yanrong Yang, 2021. "Interactive Effects Panel Data Models with General Factors and Regressors," Papers 2111.11506, arXiv.org.
    13. Wang,Dieter, 2021. "Natural Capital and Sovereign Bonds," Policy Research Working Paper Series 9606, The World Bank.
    14. Gobillon, Laurent & Magnac, Thierry, 2013. "Regional Policy Evaluation:Interactive Fixed Effects and Synthetic Controls," TSE Working Papers 13-419, Toulouse School of Economics (TSE).
    15. Jianqing Fan & Ricardo Masini & Marcelo C. Medeiros, 2021. "Bridging factor and sparse models," Papers 2102.11341, arXiv.org, revised Sep 2022.
    16. Hyungsik Roger Moon & Martin Weidner, 2013. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers CWP63/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    17. Fei Liu & Jiti Gao & Yanrong Yang, 2019. "Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness," Monash Econometrics and Business Statistics Working Papers 24/19, Monash University, Department of Econometrics and Business Statistics.
    18. Bahram Adrangi & Arjun Chatrath & Madhuparna Kolay & Kambiz Raffiee, 2025. "Economic and Policy Uncertainties and Firm Value in the U.S. Consumer Nondurable Goods Industry," Bulletin of Applied Economics, Risk Market Journals, vol. 12(2), pages 111-133.
    19. Otilia Boldea & Bettina Drepper & Zhuojiong Gan, 2020. "Change point estimation in panel data with time‐varying individual effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 712-727, September.
    20. Hyungsik Roger Moon & Martin Weidner, 2019. "Nuclear norm regularized estimation of panel regression models," CeMMAP working papers CWP14/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    21. Horváth, Lajos & Trapani, Lorenzo, 2016. "Statistical inference in a random coefficient panel model," Journal of Econometrics, Elsevier, vol. 193(1), pages 54-75.
    22. Jiti Gao & Bin Peng & Yayi Yan, 2022. "Nonparametric Estimation and Testing for Time-Varying VAR Models," Monash Econometrics and Business Statistics Working Papers 3/22, Monash University, Department of Econometrics and Business Statistics.
    23. Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019. "Estimation of large dimensional conditional factor models in finance," Working Papers unige:125031, University of Geneva, Geneva School of Economics and Management.
    24. Pesaran, Hashem & Chudik, Alexander, 2013. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors," Cambridge Working Papers in Economics 1317, Faculty of Economics, University of Cambridge.
    25. Stefano Giglio & Dacheng Xiu, 2017. "Inference on Risk Premia in the Presence of Omitted Factors," NBER Working Papers 23527, National Bureau of Economic Research, Inc.
    26. Susan Athey & Mohsen Bayati & Nikolay Doudchenko & Guido Imbens & Khashayar Khosravi, 2017. "Matrix Completion Methods for Causal Panel Data Models," Papers 1710.10251, arXiv.org, revised Apr 2022.
    27. Su, Liangjun & Ju, Gaosheng, 2018. "Identifying latent grouped patterns in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 554-573.
    28. Christian Hansen & Yuan Liao, 2016. "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," Papers 1611.09420, arXiv.org, revised Dec 2016.
    29. Laurent Gobillon & François-Charles Wolff, 2017. "The local effects of an innovation: Evidence from the French fish market," Working Papers halshs-01431160, HAL.
    30. Ke, Shuyao & Phillips, Peter C.B. & Su, Liangjun, 2024. "Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach," Journal of Econometrics, Elsevier, vol. 241(2).
    31. Hyungsik Roger Moon & Matthew Shum & Martin Weidner, 2012. "Estimation of random coefficients logit demand models with interactive fixed effects," CeMMAP working papers CWP08/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    32. Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021. "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, vol. 221(1), pages 198-222.
    33. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
    34. Jiti Gao & Fei Liu & Bin Peng & Yayi Yan, 2020. "Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects," Papers 2012.03182, arXiv.org, revised Nov 2021.
    35. Markus Eberhardt & Francis Teal, 2017. "The Magnitude of the Task Ahead: Macro Implications of Heterogeneous Technology," Discussion Papers 2017-16, University of Nottingham, GEP.
    36. Lucciano Villacorta, 2016. "Estimating Country Heterogeneity in Capital - Labor Substitution Using Panel Data," Working Papers Central Bank of Chile 788, Central Bank of Chile.
    37. Lena Janys & Bettina Siflinger, 2021. "Mental Health and Abortions among Young Women: Time-Varying Unobserved Heterogeneity, Health Behaviors, and Risky Decisions," ECONtribute Discussion Papers Series 083, University of Bonn and University of Cologne, Germany.
    38. Saman Banafti & Tae-Hwy Lee, 2022. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Papers 2201.06605, arXiv.org, revised Sep 2023.
    39. Stauskas, Ovidijus & De Vos, Ignace, 2024. "Handling Distinct Correlated Effects with CCE," MPRA Paper 120194, University Library of Munich, Germany.
    40. Guo, Xiao & Chen, Yu & Tang, Cheng Yong, 2023. "Information criteria for latent factor models: A study on factor pervasiveness and adaptivity," Journal of Econometrics, Elsevier, vol. 233(1), pages 237-250.
    41. Ergemen, Yunus Emre & Velasco, Carlos, 2017. "Estimation of fractionally integrated panels with fixed effects and cross-section dependence," Journal of Econometrics, Elsevier, vol. 196(2), pages 248-258.
    42. Bahram Adrangi & Saman Hatamerad & Madhuparna Kolay & Kambiz Raffiee, 2025. "Economic and Policy Uncertainties and Firm Value: The Case of Consumer Durable Goods," Papers 2506.07476, arXiv.org.
    43. Yufeng Mao & Bin Peng & Mervyn Silvapulle & Param Silvapulle & Yanrong Yang, 2021. "Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model," Papers 2101.06805, arXiv.org.
    44. Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016. "A diagnostic criterion for approximate factor structure," Papers 1612.04990, arXiv.org, revised Aug 2017.
    45. Branger, Nicole & Flacke, René Marian & Meyerhof, Paul & Windmüller, Steffen, 2023. "Stock returns in global value chains: The role of upstreamness and downstreamness," Journal of Empirical Finance, Elsevier, vol. 74(C).
    46. Vogt, M. & Walsh, C. & Linton, O., 2022. "CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects," Cambridge Working Papers in Economics 2242, Faculty of Economics, University of Cambridge.
    47. Edith Aguirre, 2019. "Do changes in divorce legislation have an impact on divorce rates? The case of unilateral divorce in Mexico," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 28(1), pages 1-24, December.
    48. Norkutė, Milda & Westerlund, Joakim, 2021. "The factor analytical approach in near unit root interactive effects panels," Journal of Econometrics, Elsevier, vol. 221(2), pages 569-590.
    49. Guido M. Kuersteiner & Ingmar R. Prucha, 2015. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," CESifo Working Paper Series 5445, CESifo.
    50. Boese-Schlosser, Vanessa A. & Eberhardt, Markus, 2024. "Democracy Doesn’t Always Happen Over Night: Regime Change in Stages and Economic Growth," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Forthcomi, pages 1-29.
    51. George Kapetanios & Laura Serlenga & Yongcheol Shin, 2023. "Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects," Empirical Economics, Springer, vol. 64(6), pages 2611-2659, June.
    52. Baltagi, Badi H. & Kao, Chihwa & Wang, Fa, 2017. "Identification and estimation of a large factor model with structural instability," Journal of Econometrics, Elsevier, vol. 197(1), pages 87-100.
    53. Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Oct 2019.
    54. Zhenhao Gong & Min Seong Kim, 2024. "Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects," Working papers 2024-01, University of Connecticut, Department of Economics.
    55. Yana Petrova & Joakim Westerlund, 2020. "Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 960-964, November.
    56. Chan, Mark K. & Kwok, Simon, 2016. "Policy Evaluation with Interactive Fixed Effects," Working Papers 2016-11, University of Sydney, School of Economics.
    57. Lu'is A. V. Cat~ao & Jan Ditzen & Daniel Marcel te Kaat, 2023. "Global Factors in Non-core Bank Funding and Exchange Rate Flexibility," Papers 2310.11552, arXiv.org, revised Apr 2025.
    58. Hsiao, Cheng, 2018. "Panel models with interactive effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 645-673.
    59. Smith, Simon C. & Timmermann, Allan & Zhu, Yinchu, 2019. "Variable selection in panel models with breaks," Journal of Econometrics, Elsevier, vol. 212(1), pages 323-344.
    60. Sainan Jin & Liangjun Su & Yonghui Zhang, 2014. "Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models," Working Papers 09-2014, Singapore Management University, School of Economics.
    61. Jose Diogo Barbosa & Marcelo Moreira, 2017. "Likelihood inference and the role of initial conditions for the dynamic panel data model," CeMMAP working papers 04/17, Institute for Fiscal Studies.
    62. Yong Cai, 2021. "Panel Data with Unknown Clusters," Papers 2106.05503, arXiv.org, revised Jan 2022.
    63. Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022. "Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation," Papers 2208.03632, arXiv.org, revised Nov 2024.
    64. Johannes Boehm, 2020. "The Impact of Contract Enforcement Costs on Outsourcing and Aggregate Productivity," Post-Print hal-03566762, HAL.
    65. Yang Shen & Xiaoyang Guo & Xiuwu Zhang, 2023. "Digital Financial Inclusion, Land Transfer, and Agricultural Green Total Factor Productivity," Sustainability, MDPI, vol. 15(8), pages 1-25, April.
    66. Jiti Gao & Fei Liu & Bin peng, 2020. "Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects," Monash Econometrics and Business Statistics Working Papers 44/20, Monash University, Department of Econometrics and Business Statistics.
    67. Matteo Picchio, 2021. "Microchip bags and waste sorting," Working Papers 449, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    68. Ye, Xiaoqing & Xu, Juan & Wu, Xiangjun, 2018. "Estimation of an unbalanced panel data Tobit model with interactive effects," Journal of choice modelling, Elsevier, vol. 28(C), pages 108-123.
    69. Ayden Higgins & Federico Martellosio, 2019. "Shrinkage Estimation of Network Spillovers with Factor Structured Errors," Papers 1909.02823, arXiv.org, revised Nov 2021.
    70. Anish Agarwal & Sukjin Han & Dwaipayan Saha & Vasilis Syrgkanis & Haeyeon Yoon, 2022. "Synthetic Blips: Generalizing Synthetic Controls for Dynamic Treatment Effects," Papers 2210.11003, arXiv.org, revised Oct 2025.
    71. Peter Backus & Thien Nguyen, 2021. "The Effect of the Sex Buyer Law on the Market for Sex, Sexual Health and Sexual Violence," Economics Discussion Paper Series 2106, Economics, The University of Manchester.
    72. De Vos, Ignace & Westerlund, Joakim, 2019. "On CCE estimation of factor-augmented models when regressors are not linear in the factors," Economics Letters, Elsevier, vol. 178(C), pages 5-7.
    73. Xun Lu & Liangjun Su, 2025. "Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T," Papers 2508.10302, arXiv.org.
    74. Bai, Jushan & Li, Kunpeng, 2021. "Dynamic spatial panel data models with common shocks," Journal of Econometrics, Elsevier, vol. 224(1), pages 134-160.
    75. Laurent Gobillon & François-Charles Wolff, 2015. "Évaluer l’effet des politiques publiques locales avec les contrôles synthétiques et les modèles à facteurs : Une application au marché du poisson français," Working Papers halshs-01183455, HAL.
    76. Luca Margaritella & Joakim Westerlund, 2023. "Using information criteria to select averages in CCE," The Econometrics Journal, Royal Economic Society, vol. 26(3), pages 405-421.
    77. Guohua Feng & Jiti Gao & Bin Peng, 2021. "Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach," Monash Econometrics and Business Statistics Working Papers 16/21, Monash University, Department of Econometrics and Business Statistics.
    78. Brown, Nicholas & Westerlund, Joakim, 2023. "Testing factors in CCE," Economics Letters, Elsevier, vol. 230(C).
    79. Lu, Xun & Su, Liangjun, 2023. "Uniform inference in linear panel data models with two-dimensional heterogeneity," Journal of Econometrics, Elsevier, vol. 235(2), pages 694-719.
    80. Linton, O. B. & Rücker, M. & Vogt, M. & Walsh, C., 2024. "Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects," Cambridge Working Papers in Economics 2467, Faculty of Economics, University of Cambridge.
    81. Li, Kunpeng & Lu, Lina, 2014. "Efficient estimation of heterogeneous coefficients in panel data models with common shock," MPRA Paper 59312, University Library of Munich, Germany.
    82. Guohua Feng & Jiti Gao & Bin Peng, 2022. "Multi-Level Panel Data Models: Estimation and Empirical Analysis," Monash Econometrics and Business Statistics Working Papers 4/22, Monash University, Department of Econometrics and Business Statistics.
    83. Hande Karabiyik & Joakim Westerlund, 2021. "Forecasting using cross-section average–augmented time series regressions," The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 315-333.
    84. Shi, Wei & Lee, Lung-fei, 2018. "A spatial panel data model with time varying endogenous weights matrices and common factors," Regional Science and Urban Economics, Elsevier, vol. 72(C), pages 6-34.
    85. Jiti Gao & Bin Peng & Yayi Yan, 2022. "Higher-order Expansions and Inference for Panel Data Models," Papers 2205.00577, arXiv.org, revised Jun 2023.
    86. Lena Janys & Bettina Siflinger, 2021. "Mental Health and Abortions among Young Women: Time-varying Unobserved Heterogeneity, Health Behaviors, and Risky Decisions," Papers 2103.12159, arXiv.org, revised May 2022.
    87. Li, Xingyu & Shen, Yan & Zhou, Qiankun, 2024. "Confidence intervals of treatment effects in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 240(1).
    88. Hou, Lei & Li, Kunpeng & Li, Qi & Ouyang, Min, 2021. "Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks," Journal of Econometrics, Elsevier, vol. 221(2), pages 483-509.
    89. Hyungsik Roger Roger Moon & Martin Weidner, 2014. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers 47/14, Institute for Fiscal Studies.
    90. Jad Beyhum & Eric Gautier, 2020. "Factor and factor loading augmented estimators for panel regression," Working Papers hal-02957008, HAL.
    91. Ali Mehrabani & Shahnaz Parsaeian, 2025. "Shrinkage Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202516, University of Kansas, Department of Economics.
    92. Bruno Ferman & Cristine Pinto, 2021. "Synthetic controls with imperfect pretreatment fit," Quantitative Economics, Econometric Society, vol. 12(4), pages 1197-1221, November.
    93. Boehm, Johannes & Oberfield, Ezra, 2020. "Misallocation in the Market for Inputs: Enforcement and the Organization of Production," CEPR Discussion Papers 14482, C.E.P.R. Discussion Papers.
    94. Victor Chernozhukov & Christian Hansen & Yuan Liao & Yinchu Zhu, 2019. "Inference for heterogeneous effects using low-rank estimations," CeMMAP working papers CWP31/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    95. Ando, Tomohiro & Li, Kunpeng & Lu, Lina, 2023. "A spatial panel quantile model with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 232(1), pages 191-213.
    96. Matthew Harding & Carlos Lamarche & Chris Muris, 2022. "Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data," Papers 2203.03051, arXiv.org.
    97. Jad Beyhum & Martin Mugnier, 2024. "Inference after discretizing unobserved heterogeneity," PSE Working Papers halshs-04840588, HAL.
    98. Songnian Chen & Junlong Feng, 2023. "Group-Heterogeneous Changes-in-Changes and Distributional Synthetic Controls," Papers 2307.15313, arXiv.org, revised Feb 2026.
    99. Michał Marcin Kobierecki & Michał Pierzgalski, 2022. "Sports Mega-Events and Economic Growth: A Synthetic Control Approach," Journal of Sports Economics, , vol. 23(5), pages 567-597, June.
    100. Li, Kunpeng & Cui, Guowei & Lu, Lina, 2020. "Efficient estimation of heterogeneous coefficients in panel data models with common shocks," Journal of Econometrics, Elsevier, vol. 216(2), pages 327-353.
    101. Xun Lu & Su Liangjun, 2015. "Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects," Working Papers 02-2015, Singapore Management University, School of Economics.
    102. Qu, Xi & Lee, Lung-fei & Yang, Chao, 2021. "Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables," Journal of Econometrics, Elsevier, vol. 221(1), pages 180-197.
    103. Ma, Shujie & Su, Liangjun, 2018. "Estimation of large dimensional factor models with an unknown number of breaks," Journal of Econometrics, Elsevier, vol. 207(1), pages 1-29.
    104. Rafaty, R. & Dolphin, G. & Pretis, F., 2020. "Carbon pricing and the elasticity of CO2 emissions," Cambridge Working Papers in Economics 20116, Faculty of Economics, University of Cambridge.
    105. Bai, Jushan, 2013. "Likelihood approach to dynamic panel models with interactive effects," MPRA Paper 50267, University Library of Munich, Germany.
    106. Wei Shi & Lung-fei Lee, 2018. "The effects of gun control on crimes: a spatial interactive fixed effects approach," Empirical Economics, Springer, vol. 55(1), pages 233-263, August.
    107. Liu, Ruiqi & Shang, Zuofeng & Zhang, Yonghui & Zhou, Qiankun, 2020. "Identification and estimation in panel models with overspecified number of groups," Journal of Econometrics, Elsevier, vol. 215(2), pages 574-590.
    108. Freeman, Hugo & Weidner, Martin, 2023. "Linear panel regressions with two-way unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 237(1).
    109. Chengwang Liao & Ziwei Mei & Zhentao Shi, 2024. "Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions," Papers 2410.09825, arXiv.org.
    110. Brantly Callaway & Sonia Karami, 2020. "Treatment Effects in Interactive Fixed Effects Models with a Small Number of Time Periods," Papers 2006.15780, arXiv.org, revised Feb 2022.
    111. Beyhum, Jad & Striaukas, Jonas, 2024. "Testing for sparse idiosyncratic components in factor-augmented regression models," Journal of Econometrics, Elsevier, vol. 244(1).
    112. Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim, 2021. "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, vol. 220(2), pages 325-348.
    113. Joakim Westerlund, 2020. "A cross‐section average‐based principal components approach for fixed‐T panels," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 776-785, September.
    114. Keegan Harris & Anish Agarwal & Chara Podimata & Zhiwei Steven Wu, 2022. "Strategyproof Decision-Making in Panel Data Settings and Beyond," Papers 2211.14236, arXiv.org, revised Dec 2023.
    115. Zongwu Cai & Ying Fang & Qiuhua Xu, 2020. "Testing Capital Asset Pricing Models using Functional-Coefficient Panel Data Models with Cross-Sectional Dependence," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202009, University of Kansas, Department of Economics, revised Jul 2020.
    116. Ginama, Isamu & Hayakawa, Kazuhiko & Kanmei, Takahiro, 2018. "Examining the Feldstein–Horioka puzzle using common factor panels and interval estimation," Japan and the World Economy, Elsevier, vol. 48(C), pages 11-21.
    117. Cheng, Tingting & Gao, Jiti & Yan, Yayi, 2019. "Regime switching panel data models with interactive fixed effects," Economics Letters, Elsevier, vol. 177(C), pages 47-51.
    118. Juan M. Rodriguez-Poo & Alexandra Soberon & Stefan Sperlich, 2025. "Inference on panel data models with a generalized factor structure," Papers 2506.10690, arXiv.org.
    119. Junlong Feng, 2019. "Regularized Quantile Regression with Interactive Fixed Effects," Papers 1911.00166, arXiv.org, revised Mar 2021.
    120. Dmitry Arkhangelsky & Guido Imbens, 2023. "Causal Models for Longitudinal and Panel Data: A Survey," Papers 2311.15458, arXiv.org, revised Jun 2024.
    121. Claudia Pigini & Alessandro Pionati & Francesco Valentini, 2023. "Specification testing with grouped fixed effects," Papers 2310.01950, arXiv.org, revised Sep 2025.
    122. Yufeng Mao & Bin Peng & Mervyn J Silvapulle & Param Silvapulle & Yanrong Yang, 2021. "Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model," Monash Econometrics and Business Statistics Working Papers 7/21, Monash University, Department of Econometrics and Business Statistics.
    123. Janys, Lena & Siflinger, Bettina, 2024. "Mental health and abortions among young women: time-varying unobserved heterogeneity, health behaviors, and risky decisions," Journal of Econometrics, Elsevier, vol. 238(1).
    124. Jan Ditzen & Yiannis Karavias & Joakim Westerlund, 2025. "Multiple Structural Breaks in Interactive Effects Panel Data Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(1), pages 74-88, January.
    125. Dmitry Arkhangelsky & David Hirshberg, 2023. "Large-Sample Properties of the Synthetic Control Method under Selection on Unobservables," Papers 2311.13575, arXiv.org, revised Dec 2023.
    126. Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2021. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," Bank of Lithuania Working Paper Series 90, Bank of Lithuania.
    127. Brown Nicholas L., 2024. "Moment-Based Estimation of Linear Panel Data Models with Factor-Augmented Errors," Journal of Econometric Methods, De Gruyter, vol. 13(2), pages 299-317.
    128. Jianqing Fan & Yuan Ke & Yuan Liao, 2016. "Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia," Papers 1603.07041, arXiv.org, revised Sep 2018.
    129. Pourya Valizadeh & Bart L. Fischer & Henry L. Bryant, 2024. "SNAP enrollment cycles: New insights from heterogeneous panel models with cross‐sectional dependence," American Journal of Agricultural Economics, John Wiley & Sons, vol. 106(1), pages 354-381, January.
    130. Georg Keilbar & Juan M. Rodriguez-Poo & Alexandra Soberon & Weining Wang, 2022. "A projection based approach for interactive fixed effects panel data models," Papers 2201.11482, arXiv.org, revised Feb 2025.
    131. Jad Beyhum & Martin Mugnier, 2024. "Inference after discretizing time-varying unobserved heterogeneity," Papers 2412.07352, arXiv.org, revised Oct 2025.
    132. Degui Li & Junhui Qian & Liangjun Su, 2016. "Panel Data Models With Interactive Fixed Effects and Multiple Structural Breaks," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 111(516), pages 1804-1819, October.
    133. Hyungsik Roger Moon & Matthew Shum & Martin Weidner, 2017. "Estimation of random coefficients logit demand models with interactive fixed effects," CeMMAP working papers 12/17, Institute for Fiscal Studies.
    134. Jiangtao Duan & Wei Gao & Hao Qu & Hon Keung Tony, 2019. "Subspace Clustering for Panel Data with Interactive Effects," Papers 1909.09928, arXiv.org, revised Feb 2021.
    135. Cheng Hsiao & Yimeng Xie & Qiankun Zhou, 2021. "Factor dimension determination for panel interactive effects models: an orthogonal projection approach," Computational Statistics, Springer, vol. 36(2), pages 1481-1497, June.
    136. Ayden Higgins, 2021. "Fixed $T$ Estimation of Linear Panel Data Models with Interactive Fixed Effects," Papers 2110.05579, arXiv.org.
    137. Yinchu Zhu, 2019. "How well can we learn large factor models without assuming strong factors?," Papers 1910.10382, arXiv.org, revised Nov 2019.
    138. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    139. Andres Sagner, 2020. "High Dimensional Quantile Factor Analysis," Working Papers Central Bank of Chile 886, Central Bank of Chile.
    140. Hiroaki Kaido & Kaspar Wüthrich, 2018. "Decentralization estimators for instrumental variable quantile regression models," CeMMAP working papers CWP72/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    141. Boudt, Kris & Heyndels, Ewoud, 2024. "Robust interactive fixed effects," Econometrics and Statistics, Elsevier, vol. 29(C), pages 206-223.
    142. Artūras Juodis, 2018. "Pseudo Panel Data Models With Cohort Interactive Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 47-61, January.
    143. Cai, Zongwu & Fang, Ying & Xu, Qiuhua, 2022. "Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 227(1), pages 114-133.
    144. Liang Chen & Minyuan Zhang, 2023. "Common Correlated Effects Estimation of Nonlinear Panel Data Models," Papers 2304.13199, arXiv.org.
    145. Harouna Sedgo & Luc-Désiré Omgba, 2021. "Corruption and distortion of public expenditures: Evidence from Africa," EconomiX Working Papers 2021-7, University of Paris Nanterre, EconomiX.
    146. Wang, Xia & Jin, Sainan & Li, Yingxing & Qian, Junhui & Su, Liangjun, 2025. "On time-varying panel data models with time-varying interactive fixed effects," Journal of Econometrics, Elsevier, vol. 249(PB).
    147. Tomohiro Ando & Jushan Bai & Kunpeng Li & Yong Song, 2025. "Bayesian inference for dynamic spatial quantile models with interactive effects," Papers 2503.00772, arXiv.org, revised Jun 2025.
    148. Vivek F. Farias & Andrew A. Li & Tianyi Peng, 2021. "Learning Treatment Effects in Panels with General Intervention Patterns," Papers 2106.02780, arXiv.org, revised Mar 2023.
    149. Bian, Yulin & Su, Liangjun, 2025. "A note on factor models with latent group structures," Economics Letters, Elsevier, vol. 252(C).
    150. Matteo Picchio, 2023. "Microchipped bags and waste sorting," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 25(1), pages 1-30, January.
    151. Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020. "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 219(1), pages 137-170.
    152. George Kapetanios & Laura Serlenga & Yongcheol Shin, 2019. "Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels," SERIES 02-2019, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Jun 2019.
    153. Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022. "Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects," Monash Econometrics and Business Statistics Working Papers 13/22, Monash University, Department of Econometrics and Business Statistics.
    154. Robert Donnelly & Francisco J.R. Ruiz & David Blei & Susan Athey, 2021. "Counterfactual inference for consumer choice across many product categories," Quantitative Marketing and Economics (QME), Springer, vol. 19(3), pages 369-407, December.
    155. Jie Wei & Yonghui Zhang, 2022. "Panel Probit Models with Time‐Varying Individual Effects: Reestimating the Effects of Fertility on Female Labour Participation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 799-829, August.
    156. Marco Avarucci & Paolo Zaffaroni, 2019. "Robust Nearly-Efficient Estimation of Large Panels with Factor Structures," Papers 1902.11181, arXiv.org.
    157. Susan Athey & Guido Imbens & Zhaonan Qu & Davide Viviano, 2025. "Triply Robust Panel Estimators," Papers 2508.21536, arXiv.org, revised Feb 2026.
    158. Guido W. Imbens & Davide Viviano, 2023. "Identification and Inference for Synthetic Controls with Confounding," Papers 2312.00955, arXiv.org.
    159. Jiti Gao & Bin Peng & Yayi Yan, 2022. "A Simple Bootstrap Method for Panel Data Inferences," Monash Econometrics and Business Statistics Working Papers 7/22, Monash University, Department of Econometrics and Business Statistics.
    160. Dai, Chaoxing & Lu, Kun & Xiu, Dacheng, 2019. "Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data," Journal of Econometrics, Elsevier, vol. 208(1), pages 43-79.
    161. Hyungsik Roger Roger Moon & Martin Weidner, 2013. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers 63/13, Institute for Fiscal Studies.
    162. Liu, Hao, 2019. "The communication and European Regional economic growth: The interactive fixed effects approach," Economic Modelling, Elsevier, vol. 83(C), pages 299-311.
    163. Shi, Wei & Lee, Lung-fei, 2017. "Spatial dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 197(2), pages 323-347.
    164. Hong, Shengjie & Su, Liangjun & Jiang, Tao, 2023. "Profile GMM estimation of panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 235(2), pages 927-948.
    165. Timothy B. Armstrong & Martin Weidner & Andrei Zeleneev, 2024. "Robust estimation and inference in panels with interactive fixed effects," CeMMAP working papers 28/24, Institute for Fiscal Studies.
    166. Stéphane Bonhomme & Elena Manresa, 2012. "Grouped Patterns of Heterogeneity in Panel Data," Working Papers wp2012_1208, CEMFI.
    167. Mugnier, Martin, 2025. "A simple and computationally trivial estimator for grouped fixed effects models," Journal of Econometrics, Elsevier, vol. 250(C).
    168. Evan Totty, 2017. "The Effect Of Minimum Wages On Employment: A Factor Model Approach," Economic Inquiry, Western Economic Association International, vol. 55(4), pages 1712-1737, October.
    169. Bai, Jushan & Liao, Yuan, 2017. "Inferences in panel data with interactive effects using large covariance matrices," Journal of Econometrics, Elsevier, vol. 200(1), pages 59-78.
    170. Alessandro Morico & Ovidijus Stauskas, 2025. "Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD-QD Dataset," Papers 2504.08455, arXiv.org, revised Nov 2025.
    171. Wang, Hanchao & Peng, Bin & Li, Degui & Leng, Chenlei, 2021. "Nonparametric estimation of large covariance matrices with conditional sparsity," Journal of Econometrics, Elsevier, vol. 223(1), pages 53-72.
    172. Higgins, Ayden & Martellosio, Federico, 2023. "Shrinkage estimation of network spillovers with factor structured errors," Journal of Econometrics, Elsevier, vol. 233(1), pages 66-87.
    173. Jiang, Bin & Yang, Yanrong & Gao, Jiti & Hsiao, Cheng, 2021. "Recursive estimation in large panel data models: Theory and practice," Journal of Econometrics, Elsevier, vol. 224(2), pages 439-465.
    174. Anna Gloria Billé & Massimiliano Caporin, 2022. "Impact of COVID-19 on financial returns: a spatial dynamic panel data model with random effects," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-21, December.
    175. Hugo Freeman, 2022. "Linear Multidimensional Regression with Interactive Fixed-Effects," Papers 2209.11691, arXiv.org, revised Mar 2025.
    176. Pionati, Alessandro, 2025. "Latent grouped structures in panel data: a review," MPRA Paper 123954, University Library of Munich, Germany.

  17. Hyungsik Roger Moon & Martin Weidner, 2014. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers CWP47/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
    2. Ivan Fernandez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-rank approximations of nonseparable panel models," CeMMAP working papers CWP52/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton, 2022. "GMM Estimation for High-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers 11/22, Monash University, Department of Econometrics and Business Statistics.
    4. Jushan Bai & Serena Ng, 2021. "Approximate Factor Models with Weaker Loadings," Papers 2109.03773, arXiv.org, revised Mar 2023.
    5. Liangjun Su & Sainan Jin & Yonghui Zhang, 2014. "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers 08-2014, Singapore Management University, School of Economics.
    6. Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021. "Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure," Journal of Econometrics, Elsevier, vol. 220(2), pages 416-446.
    7. Martin Weidner & Thomas Zylkin, 2021. "Bias and consistency in three-way gravity models," CeMMAP working papers CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Miao, Ke & Phillips, Peter C.B. & Su, Liangjun, 2023. "High-dimensional VARs with common factors," Journal of Econometrics, Elsevier, vol. 233(1), pages 155-183.
    9. Wang,Dieter, 2021. "Natural Capital and Sovereign Bonds," Policy Research Working Paper Series 9606, The World Bank.
    10. Anggi Putri Kurniadi & Hasdi Aimon & Zamroni Salim & Ragimun Ragimun & Adang Sonjaya & Sigit Setiawan & Viktor Siagian & Lokot Zein Nasution & R Nurhidajat & Mutaqin Mutaqin & Joko Sabtohadi, 2024. "Analysis of Existing and Forecasting for Coal and Solar Energy Consumption on Climate Change in Asia Pacific: New Evidence for Sustainable Development Goals," International Journal of Energy Economics and Policy, Econjournals, vol. 14(4), pages 352-359, July.
    11. Gobillon, Laurent & Magnac, Thierry, 2013. "Regional Policy Evaluation:Interactive Fixed Effects and Synthetic Controls," TSE Working Papers 13-419, Toulouse School of Economics (TSE).
    12. Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015. "Is there a debt-threshold effect on output growth?," Globalization Institute Working Papers 245, Federal Reserve Bank of Dallas.
    13. Marco Alfò & Maria Francesca Marino & Maria Giovanna Ranalli & Nicola Salvati & Nikos Tzavidis, 2021. "M‐quantile regression for multivariate longitudinal data with an application to the Millennium Cohort Study," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(1), pages 122-146, January.
    14. Hyungsik Roger Roger Moon & Martin Weidner, 2014. "Linear regression for panel with unknown number of factors as interactive fixed effects," CeMMAP working papers 35/14, Institute for Fiscal Studies.
    15. Saptorshee Kanto Chakraborty & Antoine Mandel, 2024. "Understanding EU regional macroeconomic tipping points using panel threshold technique," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-30, June.
    16. Bahram Adrangi & Arjun Chatrath & Madhuparna Kolay & Kambiz Raffiee, 2025. "Economic and Policy Uncertainties and Firm Value in the U.S. Consumer Nondurable Goods Industry," Bulletin of Applied Economics, Risk Market Journals, vol. 12(2), pages 111-133.
    17. Pesaran, Hashem & Chudik, Alexander, 2013. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors," Cambridge Working Papers in Economics 1317, Faculty of Economics, University of Cambridge.
    18. Joseph Fry, 2023. "A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls," Papers 2312.01209, arXiv.org, revised Mar 2024.
    19. Susan Athey & Mohsen Bayati & Nikolay Doudchenko & Guido Imbens & Khashayar Khosravi, 2017. "Matrix Completion Methods for Causal Panel Data Models," Papers 1710.10251, arXiv.org, revised Apr 2022.
    20. Mayer, Alexander, 2022. "On the local power of some tests of strict exogeneity in linear fixed effects models," Econometrics and Statistics, Elsevier, vol. 24(C), pages 49-74.
    21. Su, Liangjun & Ju, Gaosheng, 2018. "Identifying latent grouped patterns in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 554-573.
    22. Antonia Arsova, 2019. "Exchange rate pass-through to import prices in Europe: A panel cointegration approach," Working Paper Series in Economics 384, University of Lüneburg, Institute of Economics.
    23. Hyungsik Roger Moon & Matthew Shum & Martin Weidner, 2012. "Estimation of random coefficients logit demand models with interactive fixed effects," CeMMAP working papers CWP08/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    24. Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021. "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, vol. 221(1), pages 198-222.
    25. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
    26. Jin, Sainan & Miao, Ke & Su, Liangjun, 2021. "On factor models with random missing: EM estimation, inference, and cross validation," Journal of Econometrics, Elsevier, vol. 222(1), pages 745-777.
    27. Juodis, Artūras & Sarafidis, Vasilis, 2022. "An incidental parameters free inference approach for panels with common shocks," Journal of Econometrics, Elsevier, vol. 229(1), pages 19-54.
    28. Artūras Juodis, 2022. "A regularization approach to common correlated effects estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 788-810, June.
    29. Bahram Adrangi & Saman Hatamerad & Madhuparna Kolay & Kambiz Raffiee, 2025. "Economic and Policy Uncertainties and Firm Value: The Case of Consumer Durable Goods," Papers 2506.07476, arXiv.org.
    30. Jad Beyhum & Jonas Striaukas, 2023. "Factor-augmented sparse MIDAS regressions with an application to nowcasting," Papers 2306.13362, arXiv.org, revised Oct 2025.
    31. Westerlund, Joakim & Petrova, Yana, 2018. "Asymptotic collinearity in CCE estimation of interactive effects models," Economic Modelling, Elsevier, vol. 70(C), pages 331-337.
    32. Guido M. Kuersteiner & Ingmar R. Prucha, 2015. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," CESifo Working Paper Series 5445, CESifo.
    33. Hyungsik Roger Moon & Martin Weidner, 2013. "Linear regression for panel with unknown number of factors as interactive fixed effects," CeMMAP working papers CWP49/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    34. Gobillon, Laurent & Magnac, Thierry & Roux, Sébastien, 2025. "Lifecycle Wages and Human Capital Investments: Selection and Missing Data," IZA Discussion Papers 17838, IZA Network @ LISER.
    35. Zhentao Shi & Jin Xi & Haitian Xie, 2025. "A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data," Papers 2505.22388, arXiv.org.
    36. Jushan Bai, 2023. "Efficiency of QMLE for dynamic panel data models with interactive effects," Papers 2312.07881, arXiv.org, revised Jun 2025.
    37. Temple, Jonathan & van de Sijpe, Nicolas, 2014. "Foreign Aid and Domestic Absorption," CEPR Discussion Papers 10211, C.E.P.R. Discussion Papers.
    38. Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2020. "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude," Monash Econometrics and Business Statistics Working Papers 11/20, Monash University, Department of Econometrics and Business Statistics.
    39. Iv'an Fern'andez-Val & Hugo Freeman & Martin Weidner, 2020. "Low-Rank Approximations of Nonseparable Panel Models," Papers 2010.12439, arXiv.org, revised Mar 2021.
    40. Kuzman, Tanja & Lazarevic, Jelisaveta & Nedeljkovic, Milan, 2022. "Capital flows liberalisation and macroprudential policies: The effects on credit cycles in emerging economies," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 602-619.
    41. Yiren Wang & Peter C. B. Phillips & Liangjun Su, 2023. "Panel Data Models with Time-Varying Latent Group Structures," Cowles Foundation Discussion Papers 2364, Cowles Foundation for Research in Economics, Yale University.
    42. Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Oct 2019.
    43. Hsiao, Cheng, 2018. "Panel models with interactive effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 645-673.
    44. Smith, Simon C. & Timmermann, Allan & Zhu, Yinchu, 2019. "Variable selection in panel models with breaks," Journal of Econometrics, Elsevier, vol. 212(1), pages 323-344.
    45. Sainan Jin & Liangjun Su & Yonghui Zhang, 2014. "Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models," Working Papers 09-2014, Singapore Management University, School of Economics.
    46. Alexander Chudik & M. Hashem Pesaran, 2013. "Large panel data models with cross-sectional dependence: a survey," Globalization Institute Working Papers 153, Federal Reserve Bank of Dallas.
    47. Sinem Hacıoğlu Hoke & George Kapetanios, 2021. "Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 125-150, January.
    48. Jelisaveta Lazarevic & Tanja Kuzman & Milan Nedeljkovic, 2022. "Credit cycles and macroprudential policies in emerging market economies," Oeconomia Copernicana, Institute of Economic Research, vol. 13(3), pages 633-666, September.
    49. Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022. "Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation," Papers 2208.03632, arXiv.org, revised Nov 2024.
    50. Ye, Xiaoqing & Xu, Juan & Wu, Xiangjun, 2018. "Estimation of an unbalanced panel data Tobit model with interactive effects," Journal of choice modelling, Elsevier, vol. 28(C), pages 108-123.
    51. Ayden Higgins & Federico Martellosio, 2019. "Shrinkage Estimation of Network Spillovers with Factor Structured Errors," Papers 1909.02823, arXiv.org, revised Nov 2021.
    52. Anish Agarwal & Sukjin Han & Dwaipayan Saha & Vasilis Syrgkanis & Haeyeon Yoon, 2022. "Synthetic Blips: Generalizing Synthetic Controls for Dynamic Treatment Effects," Papers 2210.11003, arXiv.org, revised Oct 2025.
    53. Bai, Jushan & Li, Kunpeng, 2021. "Dynamic spatial panel data models with common shocks," Journal of Econometrics, Elsevier, vol. 224(1), pages 134-160.
    54. Su, Liangjun & Jin, Sainan & Wang, Xia, 2025. "Sieve estimation of state-varying factor models," Journal of Econometrics, Elsevier, vol. 251(C).
    55. Jia Chen Author-Name-First: Jia & Yongcheol Shin & Chaowen Zheng, 2023. "Dynamic Quantile Panel Data Models with Interactive Effects," Economics Discussion Papers em-dp2023-06, Department of Economics, University of Reading.
    56. Anish Agarwal & Keegan Harris & Justin Whitehouse & Zhiwei Steven Wu, 2023. "Adaptive Principal Component Regression with Applications to Panel Data," Papers 2307.01357, arXiv.org, revised Aug 2024.
    57. Lee, Nayoung & Moon, Hyungsik Roger & Weidner, Martin, 2012. "Analysis of interactive fixed effects dynamic linear panel regression with measurement error," Economics Letters, Elsevier, vol. 117(1), pages 239-242.
    58. Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2013. "Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models," Cambridge Working Papers in Economics 1350, Faculty of Economics, University of Cambridge.
    59. Yacouba Kassouri, 2024. "The Rise of Transnational Financial Crimes and Tropical Deforestation," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(10), pages 2795-2831, October.
    60. Hou, Lei & Li, Kunpeng & Li, Qi & Ouyang, Min, 2021. "Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks," Journal of Econometrics, Elsevier, vol. 221(2), pages 483-509.
    61. Hyungsik Roger Roger Moon & Martin Weidner, 2014. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers 47/14, Institute for Fiscal Studies.
    62. Ali Mehrabani & Shahnaz Parsaeian, 2025. "Shrinkage Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202516, University of Kansas, Department of Economics.
    63. Ignace De Vos & Gerdie Everaert, 2016. "Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/920, Ghent University, Faculty of Economics and Business Administration.
    64. Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2023. "IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 124-146.
    65. Lina Lu, 2017. "Simultaneous Spatial Panel Data Models with Common Shocks," Supervisory Research and Analysis Working Papers RPA 17-3, Federal Reserve Bank of Boston.
    66. Michał Marcin Kobierecki & Michał Pierzgalski, 2022. "Sports Mega-Events and Economic Growth: A Synthetic Control Approach," Journal of Sports Economics, , vol. 23(5), pages 567-597, June.
    67. Li, Kunpeng & Cui, Guowei & Lu, Lina, 2020. "Efficient estimation of heterogeneous coefficients in panel data models with common shocks," Journal of Econometrics, Elsevier, vol. 216(2), pages 327-353.
    68. Xun Lu & Su Liangjun, 2015. "Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects," Working Papers 02-2015, Singapore Management University, School of Economics.
    69. Qu, Xi & Lee, Lung-fei & Yang, Chao, 2021. "Estimation of a SAR model with endogenous spatial weights constructed by bilateral variables," Journal of Econometrics, Elsevier, vol. 221(1), pages 180-197.
    70. Bai, Jushan, 2013. "Likelihood approach to dynamic panel models with interactive effects," MPRA Paper 50267, University Library of Munich, Germany.
    71. Grigory Franguridi & Hyungsik Roger Moon, 2019. "A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications," Papers 1905.01096, arXiv.org, revised Apr 2021.
    72. Onatski, Alexei, 2015. "Asymptotic analysis of the squared estimation error in misspecified factor models," Journal of Econometrics, Elsevier, vol. 186(2), pages 388-406.
    73. Yugang He, 2024. "E-commerce and foreign direct investment: pioneering a new era of trade strategies," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 11(1), pages 1-14, December.
    74. Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
    75. Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
    76. Freeman, Hugo & Weidner, Martin, 2023. "Linear panel regressions with two-way unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 237(1).
    77. Chengwang Liao & Ziwei Mei & Zhentao Shi, 2024. "Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions," Papers 2410.09825, arXiv.org.
    78. Chen, Jia & Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi, 2025. "IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects," MPRA Paper 123497, University Library of Munich, Germany.
    79. Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim, 2021. "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, vol. 220(2), pages 325-348.
    80. Joakim Westerlund, 2020. "A cross‐section average‐based principal components approach for fixed‐T panels," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(6), pages 776-785, September.
    81. Keegan Harris & Anish Agarwal & Chara Podimata & Zhiwei Steven Wu, 2022. "Strategyproof Decision-Making in Panel Data Settings and Beyond," Papers 2211.14236, arXiv.org, revised Dec 2023.
    82. Freyaldenhoven, Simon, 2022. "Factor models with local factors — Determining the number of relevant factors," Journal of Econometrics, Elsevier, vol. 229(1), pages 80-102.
    83. Cheng, Tingting & Gao, Jiti & Yan, Yayi, 2019. "Regime switching panel data models with interactive fixed effects," Economics Letters, Elsevier, vol. 177(C), pages 47-51.
    84. Dmitry Arkhangelsky & David Hirshberg, 2023. "Large-Sample Properties of the Synthetic Control Method under Selection on Unobservables," Papers 2311.13575, arXiv.org, revised Dec 2023.
    85. Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2021. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," Bank of Lithuania Working Paper Series 90, Bank of Lithuania.
    86. Georg Keilbar & Juan M. Rodriguez-Poo & Alexandra Soberon & Weining Wang, 2022. "A projection based approach for interactive fixed effects panel data models," Papers 2201.11482, arXiv.org, revised Feb 2025.
    87. Antonia Arsova, 2021. "Exchange rate pass-through to import prices in Europe: a panel cointegration approach," Empirical Economics, Springer, vol. 61(1), pages 61-100, July.
    88. Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi, 2015. "Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors," Cambridge Working Papers in Economics 1501, Faculty of Economics, University of Cambridge.
    89. Cheng Hsiao & Yimeng Xie & Qiankun Zhou, 2021. "Factor dimension determination for panel interactive effects models: an orthogonal projection approach," Computational Statistics, Springer, vol. 36(2), pages 1481-1497, June.
    90. Ayden Higgins, 2021. "Fixed $T$ Estimation of Linear Panel Data Models with Interactive Fixed Effects," Papers 2110.05579, arXiv.org.
    91. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    92. Andres Sagner, 2020. "High Dimensional Quantile Factor Analysis," Working Papers Central Bank of Chile 886, Central Bank of Chile.
    93. Robertson, Donald & Sarafidis, Vasilis, 2015. "IV estimation of panels with factor residuals," Journal of Econometrics, Elsevier, vol. 185(2), pages 526-541.
    94. Haruo Iwakura & Ryo Okui, 2014. "Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models," KIER Working Papers 887, Kyoto University, Institute of Economic Research.
    95. Wang, Xia & Jin, Sainan & Li, Yingxing & Qian, Junhui & Su, Liangjun, 2025. "On time-varying panel data models with time-varying interactive fixed effects," Journal of Econometrics, Elsevier, vol. 249(PB).
    96. Vivek F. Farias & Andrew A. Li & Tianyi Peng, 2021. "Learning Treatment Effects in Panels with General Intervention Patterns," Papers 2106.02780, arXiv.org, revised Mar 2023.
    97. Bian, Yulin & Su, Liangjun, 2025. "A note on factor models with latent group structures," Economics Letters, Elsevier, vol. 252(C).
    98. Luis Costa & Vivek F. Farias & Patricio Foncea & Jingyuan (Donna) Gan & Ayush Garg & Ivo Rosa Montenegro & Kumarjit Pathak & Tianyi Peng & Dusan Popovic, 2023. "Generalized Synthetic Control for TestOps at ABI: Models, Algorithms, and Infrastructure," Interfaces, INFORMS, vol. 53(5), pages 336-349, September.
    99. Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020. "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 219(1), pages 137-170.
    100. Ruofan Xu & Jiti Gao & Tatsushi Oka & Yoon-Jae Whang, 2022. "Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects," Monash Econometrics and Business Statistics Working Papers 13/22, Monash University, Department of Econometrics and Business Statistics.
    101. Özçelik, Emre & Tuğan, Mustafa, 2019. "Terms of Trade Effects of Productivity Shocks and Economic Development," MPRA Paper 91473, University Library of Munich, Germany.
    102. Marco Avarucci & Paolo Zaffaroni, 2019. "Robust Nearly-Efficient Estimation of Large Panels with Factor Structures," Papers 1902.11181, arXiv.org.
    103. Susan Athey & Guido Imbens & Zhaonan Qu & Davide Viviano, 2025. "Triply Robust Panel Estimators," Papers 2508.21536, arXiv.org, revised Feb 2026.
    104. Zhenhao Gong & Min Seong Kim, 2024. "Improved inference for interactive fixed effects model under cross-sectional dependence," Empirical Economics, Springer, vol. 67(2), pages 727-760, August.
    105. Guido W. Imbens & Davide Viviano, 2023. "Identification and Inference for Synthetic Controls with Confounding," Papers 2312.00955, arXiv.org.
    106. Mathieu Sanch-Maritan & Lionel Vedrine, 2019. "Are larger labor market more resilient? Evidence of the French army restructuring on exit from unemployment," Working Papers hal-02332809, HAL.
    107. Peter C. B. Phillips & Liang Jiang, 2025. "Cross Section Curve Data Autoregression," Cowles Foundation Discussion Papers 2439, Cowles Foundation for Research in Economics, Yale University.
    108. Hyungsik Roger Roger Moon & Martin Weidner, 2013. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers 63/13, Institute for Fiscal Studies.
    109. Shi, Wei & Lee, Lung-fei, 2017. "Spatial dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 197(2), pages 323-347.
    110. Hong, Shengjie & Su, Liangjun & Jiang, Tao, 2023. "Profile GMM estimation of panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 235(2), pages 927-948.
    111. Stéphane Bonhomme & Elena Manresa, 2012. "Grouped Patterns of Heterogeneity in Panel Data," Working Papers wp2012_1208, CEMFI.
    112. Mugnier, Martin, 2025. "A simple and computationally trivial estimator for grouped fixed effects models," Journal of Econometrics, Elsevier, vol. 250(C).
    113. Evan Totty, 2017. "The Effect Of Minimum Wages On Employment: A Factor Model Approach," Economic Inquiry, Western Economic Association International, vol. 55(4), pages 1712-1737, October.
    114. Jushan Bai & Pablo Mones, 2025. "Global identification of dynamic panel models with interactive effects," Papers 2504.14354, arXiv.org, revised Oct 2025.
    115. Hyungsik Roger Roger Moon & Matthew Shum & Martin Weidner, 2014. "Estimation of random coefficients logit demand models with interactive fixed effects," CeMMAP working papers 20/14, Institute for Fiscal Studies.
    116. Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.
    117. Higgins, Ayden & Martellosio, Federico, 2023. "Shrinkage estimation of network spillovers with factor structured errors," Journal of Econometrics, Elsevier, vol. 233(1), pages 66-87.
    118. Sylvia Klosin, 2024. "Dynamic Biases of Static Panel Data Estimators," Papers 2410.16112, arXiv.org.
    119. Hyungsik Roger Moon & Martin Weidner, 2014. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers CWP47/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    120. Hugo Freeman, 2022. "Linear Multidimensional Regression with Interactive Fixed-Effects," Papers 2209.11691, arXiv.org, revised Mar 2025.
    121. Pionati, Alessandro, 2025. "Latent grouped structures in panel data: a review," MPRA Paper 123954, University Library of Munich, Germany.
    122. Lena Boneva (Körber) & Oliver Linton & Michael Vogt, 2013. "The effect of fragmentation in trading on market quality in the UK equity market," CeMMAP working papers CWP42/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

  18. Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.

    Cited by:

    1. Xu, Shufang & Zhu, Ning & Copestake, James & Cai, Guiming & Peng, Xinman, 2024. "Is there a trade-off between MFls' financial efficiency and outreach in macroeconomic and institutional context?," International Review of Economics & Finance, Elsevier, vol. 94(C).
    2. Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2022. "Discretizing Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 90(2), pages 625-643, March.
    3. David W. Hughes, 2021. "Estimating Nonlinear Network Data Models with Fixed Effects," Boston College Working Papers in Economics 1058, Boston College Department of Economics.
    4. Trebbi, Francesco & Canen, Nathan & Kendall, Chad, 2020. "Unbundling Polarization," CEPR Discussion Papers 14291, C.E.P.R. Discussion Papers.
    5. Jens Foerderer, 2020. "Interfirm Exchange and Innovation in Platform Ecosystems: Evidence from Apple’s Worldwide Developers Conference," Management Science, INFORMS, vol. 66(10), pages 4772-4787, October.
    6. Francesca Marchetta & David Sahn & Luca Tiberti, 2019. "The Role of Weather on Schooling and Work of Young Adults in Madagascar," Post-Print hal-02089749, HAL.
    7. Tingting Cheng & Chaohua Dong & Jiti Gao & Oliver Linton, 2022. "GMM Estimation for High-Dimensional Panel Data Models," Monash Econometrics and Business Statistics Working Papers 11/22, Monash University, Department of Econometrics and Business Statistics.
    8. Nicoletta Batini, 2019. "Macroeconomic Gains from Reforming the Agri-Food Sector: The Case of France," IMF Working Papers 2019/041, International Monetary Fund.
    9. Ando, Tomohiro & Bai, Jushan & Li, Kunpeng, 2022. "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 230(1), pages 20-38.
    10. Eric Fesselmeyer & Haoming Liu & Alberto Salvo, 2022. "Declining discount rates in Singapore's market for privately developed apartments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 330-350, March.
    11. Martin Weidner & Thomas Zylkin, 2021. "Bias and consistency in three-way gravity models," CeMMAP working papers CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    12. Juliana Araujo & Povilas Lastauskas & Chris Papageorgiou, 2016. "Evolution of Bilateral Capital Flows to Developing Countries at Intensive and Extensive Margins," Bank of Lithuania Working Paper Series 37, Bank of Lithuania.
    13. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
    14. Steven Yamarik & Mariya Mileva, 2023. "Cultural institutes: Networks and determinants," The World Economy, Wiley Blackwell, vol. 46(4), pages 1119-1143, April.
    15. Fantazzini, Dean, 2025. "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," MPRA Paper 126906, University Library of Munich, Germany.
    16. Gonçalves, Sílvia & Kaffo, Maximilien, 2015. "Bootstrap inference for linear dynamic panel data models with individual fixed effects," Journal of Econometrics, Elsevier, vol. 186(2), pages 407-426.
    17. Andrei Zeleneev & Weisheng Zhang, 2025. "Tractable Estimation of Nonlinear Panels with Interactive Fixed Effects," Papers 2511.15427, arXiv.org.
    18. Hyungsik Roger Moon & Martin Weidner, 2013. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers CWP63/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Ando, Tomohiro & Bai, Jushan, 2021. "Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity," MPRA Paper 111431, University Library of Munich, Germany.
    20. Jinyong Hahn & Ruoyao Shi, 2021. "Breusch and Pagan’s (1980) Test Revisited," Working Papers 202110, University of California at Riverside, Department of Economics.
    21. Massenot, Baptiste & Pettinicchi, Yuri, 2018. "Can households see into the future? Survey evidence from the Netherlands," SAFE Working Paper Series 233, Leibniz Institute for Financial Research SAFE.
    22. Kwiek, Marek & Roszka, Wojciech, 2024. "Top research performance in Poland over three decades: A multidimensional micro-data approach," Journal of Informetrics, Elsevier, vol. 18(4).
    23. Koen Jochmans, 2022. "Bias in instrumental-variable estimators of fixed-effect models for count data," Post-Print hal-03699836, HAL.
    24. Ke, Shuyao & Phillips, Peter C.B. & Su, Liangjun, 2024. "Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach," Journal of Econometrics, Elsevier, vol. 241(2).
    25. Raf Van Gestel & Tobias Müller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Health Economics, John Wiley & Sons, Ltd., vol. 27(9), pages 1340-1353, September.
    26. Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019. "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, vol. 212(1), pages 4-25.
    27. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
    28. Lena Boneva (Körber) & Oliver Linton, 2017. "A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance," CeMMAP working papers CWP02/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    29. Lucciano Villacorta, 2016. "Estimating Country Heterogeneity in Capital - Labor Substitution Using Panel Data," Working Papers Central Bank of Chile 788, Central Bank of Chile.
    30. Juodis, Artūras & Sarafidis, Vasilis, 2022. "An incidental parameters free inference approach for panels with common shocks," Journal of Econometrics, Elsevier, vol. 229(1), pages 19-54.
    31. Wang, Fa, 2017. "Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions," MPRA Paper 93484, University Library of Munich, Germany, revised 19 May 2019.
    32. Artūras Juodis, 2022. "A regularization approach to common correlated effects estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 788-810, June.
    33. Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit," MPRA Paper 110034, University Library of Munich, Germany.
    34. Adam G. Walke & Edward B. Barbier, 2025. "Land Redistribution and Agricultural Frontier Expansion," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 51(2), pages 165-197, April.
    35. Áureo de Paula, 2020. "Econometric Models of Network Formation," CeMMAP working papers CWP4/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    36. Mario Larch & Joschka Wanner & Yoto V. Yotov & Thomas Zylkin, 2017. "The Currency Union Effect: A PPML Re-assessment with High-Dimensional Fixed Effects," CESifo Working Paper Series 6464, CESifo.
    37. Mariam Camarero & Laura Montolio & Cecilio Tamarit, 2022. "Explaining German outward FDI in the EU: a reassessment using Bayesian model averaging and GLM estimators," Empirical Economics, Springer, vol. 62(2), pages 487-511, February.
    38. Mingyang Li & Linlin Niu & Andrew Pua, 2020. "Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations," Working Papers 2020-12-30, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    39. Shuowen Chen & Victor Chernozhukov & Iv'an Fern'andez-Val, 2019. "Mastering Panel 'Metrics: Causal Impact of Democracy on Growth," Papers 1901.03821, arXiv.org.
    40. Áureo de Paula, 2015. "Econometrics of network models," CeMMAP working papers CWP52/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    41. Dolado, Juan J & Chen, Liang & Gonzalo, Jesus, 2018. "Quantile Factor Models," CEPR Discussion Papers 12716, C.E.P.R. Discussion Papers.
    42. Mehic, Adrian, 2020. "Half-panel jackknife estimation for dynamic panel models," Economics Letters, Elsevier, vol. 190(C).
    43. Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2023. "The role of score and information bias in panel data likelihoods," Journal of Econometrics, Elsevier, vol. 235(2), pages 1215-1238.
    44. Gindo Tampubolon, 2023. "Climate justice for persons with disability: Few harmed much, fewer still harmed too much," WIDER Working Paper Series wp-2023-2, World Institute for Development Economic Research (UNU-WIDER).
    45. Truquet, Lionel, 2023. "Strong mixing properties of discrete-valued time series with exogenous covariates," Stochastic Processes and their Applications, Elsevier, vol. 160(C), pages 294-317.
    46. Carneiro, Anabela & Portugal, Pedro & Raposo, Pedro & Rodrigues, Paulo M.M., 2023. "The persistence of wages," Journal of Econometrics, Elsevier, vol. 233(2), pages 596-611.
    47. Ivan Fernandez-Val & Wayne Yuan Gao & Yuan Liao & Francis Vella, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," Papers 2202.04154, arXiv.org, revised Jul 2025.
    48. Markus Leibrecht & Johann Scharler, 2021. "Veto players, market discipline, and structural fiscal consolidations," Public Choice, Springer, vol. 188(3), pages 361-384, September.
    49. Koen Jochmans, 2015. "Two-way models for gravity," Working Papers hal-01114776, HAL.
    50. Claudia Pigini & Alessandro Pionati & Francesco Valentini, 2025. "Grouped fixed effects regularization for binary choice models," Papers 2502.06446, arXiv.org, revised Nov 2025.
    51. Halil İbrahim KESKİN & Hakan ÖNDES, 2020. "Measuring the Efficiency of Selected European Football Clubs: DEA and Panel Tobit Model," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(43).
    52. Koen Jochmans & Martin Weidner, 2016. "Fixed-effect regressions on network data," CeMMAP working papers CWP32/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    53. Das, Satya P. & Sant’Anna, Vinicios P., 2023. "Determinants of bilateral trade in manufacturing and services: A unified approach," Economic Modelling, Elsevier, vol. 123(C).
    54. Karyne B. Charbonneau, 2014. "Multiple Fixed Effects in Binary Response Panel Data Models," Staff Working Papers 14-17, Bank of Canada.
    55. Christophe Bellégo & David Benatia & Louis-Daniel Pape, 2022. "Dealing with Logs and Zeros in Regression Models," Working Papers 2022-08, Center for Research in Economics and Statistics.
    56. Alex Centeno, 2022. "A Structural Model for Detecting Communities in Networks," Papers 2209.08380, arXiv.org, revised Oct 2022.
    57. George Kapetanios & Laura Serlenga & Yongcheol Shin, 2023. "Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects," Empirical Economics, Springer, vol. 64(6), pages 2611-2659, June.
    58. Peter Egger & Kevin Staub, 2016. "GLM estimation of trade gravity models with fixed effects," Empirical Economics, Springer, vol. 50(1), pages 137-175, February.
    59. Ohyun Kwon & Jangsu Yoon & Yoto V. Yotov, 2022. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," CESifo Working Paper Series 10145, CESifo.
    60. Koen Jochmans, 2016. "Semiparametric Analysis of Network Formation," Working Papers hal-03393207, HAL.
    61. Bryan S. Graham, 2019. "Network Data," Papers 1912.06346, arXiv.org.
    62. Mnasri, Ayman & Nechi, Salem, 2025. "Heckman-type maximum likelihood estimators of the gravity equation: A Monte Carlo study," International Review of Economics & Finance, Elsevier, vol. 101(C).
    63. Simon Hartmann & Rok Spruk, 2023. "The impact of unilateral BIT terminations on FDI: Quasi-experimental evidence from India," The Review of International Organizations, Springer, vol. 18(2), pages 259-296, April.
    64. Bo E. Honoré & Áureo de Paula, 2021. "Identification in simple binary outcome panel data models," CeMMAP working papers CWP14/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    65. Ida Johnsson & Hyungsik Roger Moon, 2017. "Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach," Papers 1709.10024, arXiv.org, revised Jul 2019.
    66. Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018. "Network and Panel Quantile Effects Via Distribution Regression," Papers 1803.08154, arXiv.org, revised Jun 2020.
    67. Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018. "On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects," Papers 1807.11863, arXiv.org, revised Feb 2020.
    68. Yang Yang, 2023. "Hukou Identity and Economic Behaviours: A Social Identity Perspective," Erudite Ph.D Dissertations, Erudite, number ph23-02 edited by Catherine Bros & Julie Lochard, December.
    69. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2020. "Is there a euro effect in the drivers of US FDI? New evidence using Bayesian Model Averaging techniques," Working Papers 2020/25, Economics Department, Universitat Jaume I, Castellón (Spain).
    70. Geert Dhaene & Martin Weidner, 2023. "Approximate functional differencing," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 379-416, December.
    71. Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Oct 2019.
    72. Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    73. Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2017. "Discretizing unobserved heterogeneity," IFS Working Papers W17/03, Institute for Fiscal Studies.
    74. Figueiredo, Octávio & Guimarães, Paulo & Woodward, Douglas, 2015. "Industry localization, distance decay, and knowledge spillovers: Following the patent paper trail," Journal of Urban Economics, Elsevier, vol. 89(C), pages 21-31.
    75. Javier Mejia, 2018. "Social Networks and Entrepreneurship. Evidence from a Historical Episode of Industrialization," Working Papers 20180020, New York University Abu Dhabi, Department of Social Science, revised Sep 2018.
    76. Yadav, Anil & McHale, John & Harold, Jason & O'Neill, Stephen, 2024. "Estimating effects of staggered intervention with count and binary outcomes: a simulation study," Research Technical Papers 4/RT/24, Central Bank of Ireland.
    77. Mario Larch & Yoto Yotov, 2016. "General Equilibrium Trade Policy Analysis with Structural Gravity," School of Economics Working Paper Series 2016-9, LeBow College of Business, Drexel University.
    78. Ming Li & Zhentao Shi & Yapeng Zheng, 2024. "Bagging the Network," Papers 2410.23852, arXiv.org, revised Sep 2025.
    79. Ahmet Ihsan Kaya & Lutfi Erden & Ibrahim Ozkan, 2022. "Detecting capital flow surges in developing countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3510-3530, July.
    80. Pigini, Claudia & Pionati, Alessandro & Valentini, Francesco, 2023. "Specification testing with grouped fixed effects," MPRA Paper 117821, University Library of Munich, Germany.
    81. Sinem Hacıoğlu Hoke & George Kapetanios, 2021. "Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(1), pages 125-150, January.
    82. Blanco-Oliver, A.J. & Irimia-Diéguez, A.I. & Vázquez-Cueto, M.J., 2023. "Is there an optimal microcredit size to maximize the social and financial efficiencies of microfinance institutions?," Research in International Business and Finance, Elsevier, vol. 65(C).
    83. Christian Gourieroux & Joann Jasiak, 2022. "Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood," Papers 2211.11876, arXiv.org.
    84. J. M. C. Santos Silva & Silvana Tenreyro, 2022. "The Log of Gravity at 15," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 21(3), pages 423-437, September.
    85. Wooldridge, Jeffrey M., 2019. "Correlated random effects models with unbalanced panels," Journal of Econometrics, Elsevier, vol. 211(1), pages 137-150.
    86. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2022. "A fresh assessment of the euro effect on outward US FDI," Working Papers 2209, Department of Applied Economics II, Universidad de Valencia.
    87. Waidelich, Paul & Steffen, Bjarne, 2024. "Renewable energy financing by state investment banks: Evidence from OECD countries," Energy Economics, Elsevier, vol. 132(C).
    88. Ye, Xiaoqing & Xu, Juan & Wu, Xiangjun, 2018. "Estimation of an unbalanced panel data Tobit model with interactive effects," Journal of choice modelling, Elsevier, vol. 28(C), pages 108-123.
    89. Andreas Dzemski, 2019. "An Empirical Model of Dyadic Link Formation in a Network with Unobserved Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 763-776, December.
    90. Zhai, Yuhang & He, Wei & Zhao, Xinxin & Shi, Yaobo, 2025. "Does economic sanctions bring risks to technological innovation in China?," Economic Analysis and Policy, Elsevier, vol. 86(C), pages 812-825.
    91. Mugnier, Martin & Wang, Ao, 2024. "Fixed Effects Nonlinear Panel Models with Heterogeneous Slopes : Identification and Consistency," The Warwick Economics Research Paper Series (TWERPS) 1531, University of Warwick, Department of Economics.
    92. Jia Chen Author-Name-First: Jia & Yongcheol Shin & Chaowen Zheng, 2023. "Dynamic Quantile Panel Data Models with Interactive Effects," Economics Discussion Papers em-dp2023-06, Department of Economics, University of Reading.
    93. Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
    94. Nicolae Stef, 2021. "Institutions and corporate financial distress in Central and Eastern Europe," European Journal of Law and Economics, Springer, vol. 52(1), pages 57-87, August.
    95. David J. Kuenzel, 2020. "Non-tariff Measures: What’s Tariffs Got to Do with It?," Wesleyan Economics Working Papers 2020-006, Wesleyan University, Department of Economics.
    96. Lourenço S. Paz & Magnus Reis & André Filipe Zago Azevedo, 2024. "New Evidence on WTO Membership After the Uruguay Round: An Analysis at the Sectoral Level," Open Economies Review, Springer, vol. 35(1), pages 1-39, February.
    97. Jochmans, Koen & Higgins, Ayden, 2022. "Bootstrap inference for fixed-effect models," TSE Working Papers 22-1328, Toulouse School of Economics (TSE), revised Dec 2023.
    98. Benjamin Davies & Jason Gush & Shaun C. Hendy & Adam B. Jaffe, 2020. "Research Funding and Collaboration," Motu Working Papers 20_12, Motu Economic and Public Policy Research.
    99. Yuki Takara, 2018. "Do cultural differences affect the trade of cultural goods? A study in trade of music," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 42(3), pages 393-417, August.
    100. Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos, 2023. "Deep Neural Network Estimation in Panel Data Models," Working Papers 23-15, Federal Reserve Bank of Cleveland.
    101. Auer, Daniel & Meierrieks, Daniel, 2021. "Merchants of death: Arms imports and terrorism," European Economic Review, Elsevier, vol. 137(C).
    102. David Powell, 2015. "Do Payroll Taxes in the United States Create Bunching at Kink Points?," Working Papers wp327, University of Michigan, Michigan Retirement Research Center.
    103. Federica Cappelli & Caterina Conigliani & Davide Consoli & Valeria Costantini & Elena Paglialunga, 2023. "Climate change and armed conflicts in Africa: temporal persistence, non-linear climate impact and geographical spillovers," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 40(2), pages 517-560, July.
    104. Matthias Breuer & Harm H. Schütt, 2023. "Accounting for uncertainty: an application of Bayesian methods to accruals models," Review of Accounting Studies, Springer, vol. 28(2), pages 726-768, June.
    105. Mugnier, Martin & Wang, Ao, 2022. "Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects," The Warwick Economics Research Paper Series (TWERPS) 1422, University of Warwick, Department of Economics.
    106. London, Mélina & Silvestrini, Maéva, 2025. "US monetary policy spillovers to emerging markets: The role of trade credit," Journal of International Economics, Elsevier, vol. 155(C).
    107. Hyungsik Roger Roger Moon & Martin Weidner, 2014. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers 47/14, Institute for Fiscal Studies.
    108. Zhian Yang & Pingzhang Lv & Shiqiang Sun, 2025. "The Impact of New Infrastructure Investment on the International Tourism Industry: Evidence from Provincial-Level Panel Data in China," Sustainability, MDPI, vol. 17(6), pages 1-19, March.
    109. Hadunka, Protensia & Baylis, Kathy, 2022. "Staple crop pest damage and natural resources exploitation: fall army worm infestation and charcoal production in Zambia," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322075, Agricultural and Applied Economics Association.
    110. Tamar Kricheli Katz & Tali Regev & Shay Lavie & Haggai Porat & Ronen Avraham, 2020. "Those who tan and those who don’t: A natural experiment on colorism," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-14, July.
    111. Koen Jochmans, 2023. "Modified-likelihood estimation of fixed-effect models for dyadic data," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 417-433, December.
    112. Lukas Buchheim & Sebastian Link, 2017. "The Effect of Disaggregate Information on the Expectation Formation of Firms," CESifo Working Paper Series 6768, CESifo.
    113. Shuowen Chen, 2022. "Indirect Inference for Nonlinear Panel Models with Fixed Effects," Papers 2203.10683, arXiv.org, revised Apr 2022.
    114. Julian Hinz & Amrei Stammann & Joschka Wanner, 2020. "State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade," Papers 2004.12655, arXiv.org, revised Jul 2021.
    115. Pakel, Cavit, 2019. "Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence," Journal of Econometrics, Elsevier, vol. 213(2), pages 459-492.
    116. Mr. Markus Eberhardt & Mr. Andrea F Presbitero, 2018. "Commodity Price Movements and Banking Crises," IMF Working Papers 2018/153, International Monetary Fund.
    117. Lake, James & Linask, Maia K., 2016. "Could tariffs be pro-cyclical?," Journal of International Economics, Elsevier, vol. 103(C), pages 124-146.
    118. Arturas Juodis & Simon Reese, 2018. "The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation," Papers 1810.03715, arXiv.org, revised Feb 2021.
    119. Réka Juhász & Claudia Steinwender, 2018. "Spinning the Web: The Impact of ICT on Trade in Intermediates and Technology Diffusion," NBER Working Papers 24590, National Bureau of Economic Research, Inc.
    120. Müller, Karsten, 2019. "Electoral cycles in macroprudential regulation," ESRB Working Paper Series 106, European Systemic Risk Board.
    121. Rafaela Dezidério dos Santos Rocha & Márcio Laurini, 2023. "Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market," IJFS, MDPI, vol. 11(4), pages 1-31, December.
    122. Bryan S. Graham, 2015. "An econometric model of link formation with degree heterogeneity," CeMMAP working papers CWP43/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    123. Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    124. Vladimir Lazarov & Marc Hinterschweiger, 2018. "Determinants of distress in the UK owner-occupier and buy-to-let mortgage markets," Bank of England working papers 760, Bank of England.
    125. Liu, Ruiqi & Shang, Zuofeng & Zhang, Yonghui & Zhou, Qiankun, 2020. "Identification and estimation in panel models with overspecified number of groups," Journal of Econometrics, Elsevier, vol. 215(2), pages 574-590.
    126. Freeman, Hugo & Weidner, Martin, 2023. "Linear panel regressions with two-way unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 237(1).
    127. Qiuping Wang & Yuan Zhang & Ting Yan, 2023. "Asymptotic theory in network models with covariates and a growing number of node parameters," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(2), pages 369-392, April.
    128. Jifeng Mu & Jonathan Z. Zhang, 2021. "Seller marketing capability, brand reputation, and consumer journeys on e-commerce platforms," Journal of the Academy of Marketing Science, Springer, vol. 49(5), pages 994-1020, September.
    129. David Córcoles & Carmen Díaz-Mora & Rosario Gandoy & Ángela Triguero, 2023. "The role of servitization in international entrepreneurship: An analysis for Spanish manufacturing firms," Journal of International Entrepreneurship, Springer, vol. 21(2), pages 214-244, June.
    130. Almer, Christian & Laurent-Lucchetti, Jérémy & Oechslin, Manuel, 2017. "Water scarcity and rioting: Disaggregated evidence from Sub-Saharan Africa," Journal of Environmental Economics and Management, Elsevier, vol. 86(C), pages 193-209.
    131. Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim, 2021. "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, vol. 220(2), pages 325-348.
    132. Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2024. "One Factor to Bind the Cross-Section of Returns," Cowles Foundation Discussion Papers 2386, Cowles Foundation for Research in Economics, Yale University.
    133. Hervé Cardot & Antonio Musolesi, 2021. "Zero-inflated regression for unobserved effects panel data models and difference-in-differences estimation," SEEDS Working Papers 1121, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Dec 2021.
    134. Blanco-Oliver, Antonio, 2021. "Banking reforms and bank efficiency: Evidence for the collapse of Spanish savings banks," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 334-347.
    135. Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," Post-Print hal-03818773, HAL.
    136. Trebbi, Francesco & Canen, Nathan & Kendall, Chad, 2020. "Political Parties as Drivers of U.S. Polarization: 1927-2018," CEPR Discussion Papers 15607, C.E.P.R. Discussion Papers.
    137. James E. Anderson & Mario Larch & Yoto V. Yotov, 2015. "Estimating General Equilibrium Trade Policy Effects: GE PPML," CESifo Working Paper Series 5592, CESifo.
    138. Couharde, Cécile & Karanfil, Fatih & Kilama, Eric Gabin & Omgba, Luc Désiré, 2020. "The role of oil in the allocation of foreign aid: The case of the G7 donors," Journal of Comparative Economics, Elsevier, vol. 48(2), pages 363-383.
    139. Mario Cruz-Gonzalez & Ivan Fernandez-Val & Martin Weidner, 2016. "probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects," Papers 1610.07714, arXiv.org, revised Feb 2017.
    140. Huaqing Wu & Jingyu Yang & Wensheng Wu & Ya Chen, 2023. "Interest rate liberalization and bank efficiency: A DEA analysis of Chinese commercial banks," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(2), pages 467-498, June.
    141. Nicholas Brown & Jeffrey Wooldridge, 2023. "More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation," Working Paper 1497, Economics Department, Queen's University.
    142. Garcia, Alberto & Heilmayr, Robert, 2024. "Impact evaluation with nonrepeatable outcomes: The case of forest conservation," Journal of Environmental Economics and Management, Elsevier, vol. 125(C).
    143. Dmitry Arkhangelsky & Guido Imbens, 2023. "Causal Models for Longitudinal and Panel Data: A Survey," Papers 2311.15458, arXiv.org, revised Jun 2024.
    144. Ando, Tomohiro & Bai, Jushan, 2018. "Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity," MPRA Paper 88765, University Library of Munich, Germany.
    145. Qian, Xuefeng & Tian, Bifei & Reed, W. Robert & Chen, Ziruo, 2018. "Searching for profit-shifting in China," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, vol. 12, pages 1-25.
    146. Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang, 2018. "Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 816-836, September.
    147. Cosima Obst, 2022. "Job Satisfaction and Training Investments," CEPA Discussion Papers 47, Center for Economic Policy Analysis.
    148. Mario Larch & Yoto V. Yotov, 2024. "Estimating the effects of trade agreements: Lessons from 60 years of methods and data," The World Economy, Wiley Blackwell, vol. 47(5), pages 1771-1799, May.
    149. Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2021. "Integrated likelihood based inference for nonlinear panel data models with unobserved effects," Journal of Econometrics, Elsevier, vol. 223(1), pages 73-95.
    150. Michael Pfaffermayr, 2020. "Trade creation and trade diversion of economic integration agreements revisited: a constrained panel pseudo-maximum likelihood approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(4), pages 985-1024, November.
    151. Xue, Sen & Yang, Thomas Tao & Zhou, Qiankun, 2018. "Binary choice model with interactive effects," Economic Modelling, Elsevier, vol. 70(C), pages 338-350.
    152. Stephan A. Schneider & Sven Kunze, 2022. "Disastrous Discretion: Ambiguous Decision Situations Foster Political Favoritism," CESifo Working Paper Series 9710, CESifo.
    153. Johnson, Josiah & Smith, Rhet A., 2023. "Main street business initiatives and crime in small towns," Journal of Economic Behavior & Organization, Elsevier, vol. 209(C), pages 91-112.
    154. Jochmans, K. & Verardi, V., 2019. "twexp and twgravity: Estimating exponential regression models with two-way fixed effects," Cambridge Working Papers in Economics 1945, Faculty of Economics, University of Cambridge.
    155. Francesco Bartolucci & Claudia Pigini & Francesco Valentini, 2023. "Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models," Empirical Economics, Springer, vol. 64(5), pages 2257-2290, May.
    156. Yang, Dianyi & Huang, Leike, 2024. "A Reproduction of "Do Female Officers Police Differently? Evidence from Traffic Stops" (American Journal of Political Science, 2021)," I4R Discussion Paper Series 127, The Institute for Replication (I4R).
    157. Brantly Callaway & Tong Li & Irina Murtazashvili & Emmanuel Tsyawo, 2021. "Distributional Effects with Two-Sided Measurement Error: An Application to Intergenerational Income Mobility," Papers 2107.09235, arXiv.org, revised Sep 2025.
    158. Hea‐Jung Hyun & Yong Joon Jang, 2022. "Technical regulation and trade: Export quality matters," The World Economy, Wiley Blackwell, vol. 45(5), pages 1447-1476, May.
    159. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    160. Ramón Cobo-Reyes & Gabriel Katz & Thomas Markussen & Simone Meraglia, 2022. "Voting on sanctioning institutions in open and closed communities: experimental evidence," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 58(3), pages 619-677, April.
    161. Andres Sagner, 2020. "High Dimensional Quantile Factor Analysis," Working Papers Central Bank of Chile 886, Central Bank of Chile.
    162. Fonseca, Luís & Nikalexi, Katerina & Papaioannou, Elias, 2023. "The globalization of corporate control," Journal of International Economics, Elsevier, vol. 146(C).
    163. Liang Chen & Minyuan Zhang, 2023. "Common Correlated Effects Estimation of Nonlinear Panel Data Models," Papers 2304.13199, arXiv.org.
    164. Raf Van Gestel & Tobias Mueller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Diskussionsschriften dp1809, Universitaet Bern, Departement Volkswirtschaft.
    165. Bauer, Gregory H., 2017. "International house price cycles, monetary policy and credit," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 88-114.
    166. Montfaucon, Angella Faith & Sato, Kiyotaka & Shrestha, Nagendra & Parsons, Craig, 2021. "Exchange rate pass-through and invoicing currency choice between fixed and floating exchange rate regimes: Evidence from Malawi’s transaction-level data," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 562-577.
    167. Wu, YiLin & Ieong, Richard Lok-Si & Thomas, Shawn, 2025. "Exposures to common shocks along supply chains and relative performance evaluation in CEO compensation contracts," Journal of Corporate Finance, Elsevier, vol. 94(C).
    168. Peiyun Jiang & Yoshimasa Uematsu & Takashi Yamagata, 2025. "Bias Correction in Factor-Augmented Regression Models with Weak Factors," Papers 2509.02066, arXiv.org, revised Oct 2025.
    169. Emanuele Millemaci & Alessandra Patti, 2025. "Does corruption influence university students’ mobility? Evidence from Italy," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 42(1), pages 223-264, April.
    170. Presbitero, Andrea & Eberhardt, Markus, 2021. "Commodity Prices and Banking Crises," CEPR Discussion Papers 15959, C.E.P.R. Discussion Papers.
    171. Costanza Naguib & Patrick Gagliardini, 2023. "A Semi-nonparametric Copula Model for Earnings Mobility," Diskussionsschriften dp2302, Universitaet Bern, Departement Volkswirtschaft.
    172. Calebe de Roure & Nick McLaren, 2019. "Liquidity transformation, collateral assets and counterparties," Bank of England working papers 830, Bank of England.
    173. Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020. "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 219(1), pages 137-170.
    174. Babii, Andrii & Ball, Ryan T. & Ghysels, Eric & Striaukas, Jonas, 2023. "Machine learning panel data regressions with heavy-tailed dependent data: Theory and application," Journal of Econometrics, Elsevier, vol. 237(2).
    175. Rasmane Ouedraogo & Montfort Mlachila & Windemanegda Sandrine Sourouema & Ali Compaoré, 2022. "The impact of conflict and political instability on banking crises in developing countries," The World Economy, Wiley Blackwell, vol. 45(6), pages 1937-1977, June.
    176. George Kapetanios & Laura Serlenga & Yongcheol Shin, 2019. "Testing for Correlated Factor Loadings in Cross Sectionally Dependent Panels," SERIES 02-2019, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", revised Jun 2019.
    177. Cobo-Reyes, Ramón & Katz, Gabriel & Meraglia, Simone, 2019. "Endogenous sanctioning institutions and migration patterns: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 575-606.
    178. Xuan Leng & Jiaming Mao & Yutao Sun, 2023. "Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities," Papers 2305.03134, arXiv.org, revised Jan 2026.
    179. Mélina London & Maëva Silvestrini, 2023. "US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel," Working papers 915, Banque de France.
    180. Jie Wei & Yonghui Zhang, 2022. "Panel Probit Models with Time‐Varying Individual Effects: Reestimating the Effects of Fertility on Female Labour Participation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 799-829, August.
    181. Conigliani, Caterina & Costantini, Valeria & Paglialunga, Elena & Tancredi, Andrea, 2024. "Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers," Economic Modelling, Elsevier, vol. 141(C).
    182. Erick Kitenge & Sajal Lahiri, 2024. "Estimating gravity coefficients with multiple layers of heterogeneity," Review of International Economics, Wiley Blackwell, vol. 32(3), pages 1204-1237, August.
    183. Bryan S. Graham, 2015. "An econometric model of link formation with degree heterogeneity," CeMMAP working papers 43/15, Institute for Fiscal Studies.
    184. Daniel Czarnowske & Amrei Stammann, 2019. "Fixed Effects Binary Choice Models: Estimation and Inference with Long Panels," Papers 1904.04217, arXiv.org, revised Oct 2020.
    185. Kim, Seung Min & Mendelsohn, Robert, 2025. "Climate change and fractional outcomes: A long-run panel study of U.S. crop failure rates and pasture rates," Journal of Environmental Economics and Management, Elsevier, vol. 130(C).
    186. Mariam Camarero & Sergi Moliner & Cecilio Tamarit, 2020. "Japan's FDI drivers in a time of financial uncertainty. New evidence based on Bayesian Model," Working Papers 2007, Department of Applied Economics II, Universidad de Valencia.
    187. Benedikt Heid & Mario Larch & Yoto V. Yotov, 2021. "Estimating the effects of non‐discriminatory trade policies within structural gravity models," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 54(1), pages 376-409, February.
    188. Julia Spornberger, 2022. "EU integration and structural gravity: A comprehensive quantification of the border effect on trade," Review of International Economics, Wiley Blackwell, vol. 30(4), pages 915-938, September.
    189. Laurent Davezies & Xavier D’Haultfoeuille & Louise Laage, 2025. "Identification and Estimation of Average Causal Effects in Fixed Effects Logit Models," Working Papers 2025-02, Center for Research in Economics and Statistics.
    190. Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers 2020-09, McMaster University.
    191. Hyungsik Roger Roger Moon & Martin Weidner, 2013. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers 63/13, Institute for Fiscal Studies.
    192. Hiroaki Kaido & Kaspar Wüthrich, 2021. "Decentralization estimators for instrumental variable quantile regression models," Quantitative Economics, Econometric Society, vol. 12(2), pages 443-475, May.
    193. Vladimir Otrachshenko & Luis C. Nunes, 2019. "Fire takes no vacation: impact of fires on tourism," Nova SBE Working Paper Series wp632, Universidade Nova de Lisboa, Nova School of Business and Economics.
    194. Valentina Raimondi & Margherita Scoppola, 2024. "Liberalising non‐tariff measures through regional trade agreements: The impact on multinational production," The World Economy, Wiley Blackwell, vol. 47(8), pages 3308-3338, August.
    195. Wang, Wuyi & Su, Liangjun, 2021. "Identifying latent group structures in nonlinear panels," Journal of Econometrics, Elsevier, vol. 220(2), pages 272-295.
    196. Bo E. Honor'e & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Papers 2005.05942, arXiv.org, revised Dec 2023.
    197. Machado, José A.F. & Santos Silva, J.M.C., 2019. "Quantiles via moments," Journal of Econometrics, Elsevier, vol. 213(1), pages 145-173.
    198. Stojanovikj, Martin & Petrevski, Goran, 2019. "Adopting inflation targeting in emerging markets: exploring the factors behind the decision," MPRA Paper 115797, University Library of Munich, Germany, revised 18 Jun 2020.
    199. Yi Zhu & Chao Feng & Xieqihua Liu & Tao Zhang & Xi Wang, 2025. "An Analysis of the Factors Influencing Energy Consumption Based on the STIRPAT Model: A Case Study of the Western Regions of China," Energies, MDPI, vol. 18(9), pages 1-21, May.
    200. Elizabeth Blankespoor & Bradley E. Hendricks & Joseph Piotroski & Christina Synn, 2022. "Real-time revenue and firm disclosure," Review of Accounting Studies, Springer, vol. 27(3), pages 1079-1116, September.
    201. Bo E. Honoré & Martin Weidner, 2021. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Working Papers 2021-79, Princeton University. Economics Department..
    202. Van Gestel, R.; Müller, T.; Bosmans, J.;, 2017. "Learning from failure in healthcare: dynamic panel evidence of a physician shock effect," Health, Econometrics and Data Group (HEDG) Working Papers 17/24, HEDG, c/o Department of Economics, University of York.
    203. Marta F. Arroyabe & Martin Schumann, 2022. "On the Estimation of True State Dependence in the Persistence of Innovation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 850-893, August.
    204. Jeong, Hanbat & Lee, Lung-fei, 2024. "Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables," Journal of Econometrics, Elsevier, vol. 242(1).
    205. Wang, Fa, 2022. "Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions," Journal of Econometrics, Elsevier, vol. 229(1), pages 180-200.
    206. Anna D’Ambrosio & Sandro Montresor, 2022. "The pro-export effect of subnational migration networks: new evidence from Spanish provinces," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(1), pages 53-107, February.
    207. Valentin Verdier, 2020. "Estimation and Inference for Linear Models with Two-Way Fixed Effects and Sparsely Matched Data," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 1-16, March.
    208. Pfaffermayr, Michael, 2020. "Constrained Poisson pseudo maximum likelihood estimation of structural gravity models," International Economics, Elsevier, vol. 161(C), pages 188-198.
    209. Bo E. Honoré & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," CeMMAP working papers CWP38/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    210. Camarero, Mariam & Moliner, Sergi & Tamarit, Cecilio, 2021. "Japan's FDI drivers in a time of financial uncertainty. New evidence based on Bayesian Model Averaging," Japan and the World Economy, Elsevier, vol. 57(C).
    211. David W. Hughes, 2022. "A jackknife bias correction for nonlinear network data models with fixed effects," Papers 2203.15603, arXiv.org, revised Nov 2025.
    212. Sylvia Klosin, 2024. "Dynamic Biases of Static Panel Data Estimators," Papers 2410.16112, arXiv.org.
    213. Geert Dhaene & Martin Weidner, 2023. "Approximate Functional Differencing," Papers 2301.13736, arXiv.org, revised May 2023.
    214. Pionati, Alessandro, 2025. "Latent grouped structures in panel data: a review," MPRA Paper 123954, University Library of Munich, Germany.
    215. Sebastian Kupek, 2025. "Battlefield Bargains: The High-Stakes Dance of Rebel Finances and Ceasefire Deals," Working Papers 2025-04, Faculty of Economics and Statistics, Universität Innsbruck.

  19. Hyungsik Roger Moon & Matthew Shum & Martin Weidner, 2012. "Estimation of random coefficients logit demand models with interactive fixed effects," CeMMAP working papers CWP08/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Dunker, Fabian & Hoderlein, Stefan & Kaido, Hiroaki, 2014. "Nonparametric Identification of Endogenous and Heterogeneous Aggregate Demand Models: Complements, Bundles and the Market Level," Economics Series 307, Institute for Advanced Studies.
    2. Ando, Tomohiro & Bai, Jushan & Li, Kunpeng, 2022. "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 230(1), pages 20-38.
    3. Daniel Czarnowske & Amrei Stammann, 2020. "Inference in Unbalanced Panel Data Models with Interactive Fixed Effects," Papers 2004.03414, arXiv.org, revised Jun 2025.
    4. Vira Semenova & Matt Goldman & Victor Chernozhukov & Matt Taddy, 2023. "Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence," Quantitative Economics, Econometric Society, vol. 14(2), pages 471-510, May.
    5. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2023. "Nonparametric identification of random coefficients in aggregate demand models for differentiated products," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 279-306.
    6. Ando, Tomohiro & Bai, Jushan, 2021. "Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity," MPRA Paper 111431, University Library of Munich, Germany.
    7. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
    8. Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018. "On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects," Papers 1807.11863, arXiv.org, revised Feb 2020.
    9. Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2017. "Discretizing unobserved heterogeneity," IFS Working Papers W17/03, Institute for Fiscal Studies.
    10. Ye, Xiaoqing & Xu, Juan & Wu, Xiangjun, 2018. "Estimation of an unbalanced panel data Tobit model with interactive effects," Journal of choice modelling, Elsevier, vol. 28(C), pages 108-123.
    11. Zhentong Lu & Kenichi Shimizu, 2025. "Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks," Papers 2501.02381, arXiv.org, revised Jul 2025.
    12. Walter Beckert & Elaine Kelly, 2021. "Divided by choice? For‐profit providers, patient choice and mechanisms of patient sorting in the English National Health Service," Health Economics, John Wiley & Sons, Ltd., vol. 30(4), pages 820-839, April.
    13. Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido, 2017. "Nonparametric identification of random coefficients in endogenous and heterogeneous aggregate demand models," CeMMAP working papers 11/17, Institute for Fiscal Studies.
    14. Freeman, Hugo & Weidner, Martin, 2023. "Linear panel regressions with two-way unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 237(1).
    15. Bokhari, Farasat A.S. & Mariuzzo, Franco, 2018. "Demand estimation and merger simulations for drugs: Logits v. AIDS," International Journal of Industrial Organization, Elsevier, vol. 61(C), pages 653-685.
    16. Lu, Zhentong & Shi, Xiaoxia & Tao, Jing, 2023. "Semi-nonparametric estimation of random coefficients logit model for aggregate demand," Journal of Econometrics, Elsevier, vol. 235(2), pages 2245-2265.
    17. Mandys, Filip & Taneja, Shivani, 2024. "Demand for green and fossil fuel automobiles," Transportation Research Part A: Policy and Practice, Elsevier, vol. 190(C).
    18. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    19. Galvao, Antonio F. & Wang, Liang, 2015. "Efficient minimum distance estimator for quantile regression fixed effects panel data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 1-26.
    20. Lu, Xun & Su, Liangjun, 2016. "Shrinkage estimation of dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 190(1), pages 148-175.
    21. Kirill Borusyak & Mauricio Caceres Bravo & Peter Hull, 2025. "Estimating Demand with Recentered Instruments," Papers 2504.04056, arXiv.org.
    22. Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020. "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 219(1), pages 137-170.
    23. Ren, Zhiyuan & Zhu, Yuhan, 2025. "The trade-off between middle class and ecological footprint: Empirical cross-country analysis," Ecological Economics, Elsevier, vol. 235(C).
    24. Robert Donnelly & Francisco J.R. Ruiz & David Blei & Susan Athey, 2021. "Counterfactual inference for consumer choice across many product categories," Quantitative Marketing and Economics (QME), Springer, vol. 19(3), pages 369-407, December.
    25. Hong, Shengjie & Su, Liangjun & Jiang, Tao, 2023. "Profile GMM estimation of panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 235(2), pages 927-948.
    26. Chen, Mingli, "undated". "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," Economic Research Papers 269326, University of Warwick - Department of Economics.
    27. Feng Dong & Yujie Zhang & Jianheng Huang & Yajie Liu & Ying Chen, 2025. "Nonlinear impact of the coordination of IFDI and OFDI on green total factor productivity in the context of “Dual Circulation”," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-32, December.

  20. Nayoung Lee & Hyungsik Roger Moon & Martin Weidner, 2011. "Analysis of interactive fixed effects dynamic linear panel regression with measurement error," CeMMAP working papers CWP37/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

    Cited by:

    1. Daniel Czarnowske & Amrei Stammann, 2020. "Inference in Unbalanced Panel Data Models with Interactive Fixed Effects," Papers 2004.03414, arXiv.org, revised Jun 2025.
    2. Hyungsik Roger Moon & Martin Weidner, 2013. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers CWP63/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    3. Pesaran, Hashem & Chudik, Alexander, 2013. "Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors," Cambridge Working Papers in Economics 1317, Faculty of Economics, University of Cambridge.
    4. Hugo Freeman & Martin Weidner, 2021. "Linear Panel Regressions with Two-Way Unobserved Heterogeneity," Papers 2109.11911, arXiv.org, revised Aug 2022.
    5. Juodis, Artūras & Sarafidis, Vasilis, 2022. "An incidental parameters free inference approach for panels with common shocks," Journal of Econometrics, Elsevier, vol. 229(1), pages 19-54.
    6. Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018. "On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects," Papers 1807.11863, arXiv.org, revised Feb 2020.
    7. Alexander Chudik & M. Hashem Pesaran, 2013. "Large panel data models with cross-sectional dependence: a survey," Globalization Institute Working Papers 153, Federal Reserve Bank of Dallas.
    8. Millimet, Daniel L. & McDonough, Ian K., 2013. "Dynamic Panel Data Models with Irregular Spacing: With Applications to Early Childhood Development," IZA Discussion Papers 7359, IZA Network @ LISER.
    9. Hyungsik Roger Roger Moon & Martin Weidner, 2014. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers 47/14, Institute for Fiscal Studies.
    10. Freeman, Hugo & Weidner, Martin, 2023. "Linear panel regressions with two-way unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 237(1).
    11. Cheng, Tingting & Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2024. "GMM estimation for high-dimensional panel data models," Journal of Econometrics, Elsevier, vol. 244(1).
    12. Hugo Freeman & Martin Weidner, 2021. "Linear panel regressions with two-way unobserved heterogeneity," CeMMAP working papers CWP39/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    13. Galvao, Antonio F. & Wang, Liang, 2015. "Efficient minimum distance estimator for quantile regression fixed effects panel data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 1-26.
    14. Lu, Xun & Su, Liangjun, 2016. "Shrinkage estimation of dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 190(1), pages 148-175.
    15. Miao, Ke & Li, Kunpeng & Su, Liangjun, 2020. "Panel threshold models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 219(1), pages 137-170.
    16. Hyungsik Roger Roger Moon & Martin Weidner, 2013. "Dynamic linear panel regression models with interactive fixed effects," CeMMAP working papers 63/13, Institute for Fiscal Studies.

Articles

  1. Koen Jochmans & Martin Weidner, 2019. "Fixed‐Effect Regressions on Network Data," Econometrica, Econometric Society, vol. 87(5), pages 1543-1560, September.
    See citations under working paper version above.
  2. Moon, Hyungsik Roger & Shum, Matthew & Weidner, Martin, 2018. "Estimation of random coefficients logit demand models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 613-644.
    See citations under working paper version above.
  3. Iván Fernández-Val & Martin Weidner, 2018. "Fixed Effects Estimation of Large-TPanel Data Models," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 109-138, August.
    See citations under working paper version above.
  4. Vikström, Johan & Ridder, Geert & Weidner, Martin, 2018. "Bounds on treatment effects on transitions," Journal of Econometrics, Elsevier, vol. 205(2), pages 448-469.
    See citations under working paper version above.
  5. Mario Cruz-Gonzalez & Iván Fernández-Val & Martin Weidner, 2017. "Bias corrections for probit and logit models with two-way fixed effects," Stata Journal, StataCorp LLC, vol. 17(3), pages 517-545, September.

    Cited by:

    1. Li, Xinyu & Wang, Huacheng & Li, Rong, 2023. "A hidden channel of “blood transfusion”: Internal capital market subsidies and zombie firms," The British Accounting Review, Elsevier, vol. 55(6).
    2. David W. Hughes, 2021. "Estimating Nonlinear Network Data Models with Fixed Effects," Boston College Working Papers in Economics 1058, Boston College Department of Economics.
    3. Carlos Pombo & Cristian Pinto-Gutierrez & Mauricio Jara-BetÔøΩn, 2022. "Multiple large shareholder coalitions, institutional ownership and investment decisions: Evidence from cross-border deals in Latin America," Documentos CEDE 20333, Universidad de los Andes, Facultad de Economía, CEDE.
    4. Troels Kristensen & Kim Rose-Olsen & Christian Volmar Skovsgaard, 2020. "Effects of Point-Of-Care Testing in General Practice for Type 2 Diabetes Patients on Ambulatory Visits and Hospitalizations," IJERPH, MDPI, vol. 17(17), pages 1-16, August.
    5. Antonio C. David & Can Sever, 2024. "Electoral cycles in tax reforms," Empirical Economics, Springer, vol. 67(2), pages 495-529, August.
    6. Raf Van Gestel & Tobias Müller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Health Economics, John Wiley & Sons, Ltd., vol. 27(9), pages 1340-1353, September.
    7. Artūras Juodis, 2022. "A regularization approach to common correlated effects estimation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(4), pages 788-810, June.
    8. Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit," MPRA Paper 110034, University Library of Munich, Germany.
    9. Adam G. Walke & Edward B. Barbier, 2025. "Land Redistribution and Agricultural Frontier Expansion," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 51(2), pages 165-197, April.
    10. Taylor Jaworski & Ian Keay, 2020. "Openness to Trade and the Spread of Industrialization: Evidence from Canada during the First Era of Globalization," NBER Working Papers 27716, National Bureau of Economic Research, Inc.
    11. Xiao, Han & Zheng, Xinye & Xie, Lunyu, 2022. "Promoting pro-poor growth through infrastructure investment: Evidence from the Targeted Poverty Alleviation program in China," China Economic Review, Elsevier, vol. 71(C).
    12. Dong, Siyuan & Wang, Na & Fan, Chengwei & Chen, Shi & Zhang, Lei, 2024. "E-commerce and rural women entrepreneurship ——Based on the quasi-natural experiment of “comprehensive demonstration policy” for E-commerce in rural areas," Economic Analysis and Policy, Elsevier, vol. 83(C), pages 749-765.
    13. Ahmet Ihsan Kaya & Lutfi Erden & Ibrahim Ozkan, 2022. "Detecting capital flow surges in developing countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3510-3530, July.
    14. Nakatani, Ryota, 2020. "Macroprudential policy and the probability of a banking crisis," Journal of Policy Modeling, Elsevier, vol. 42(6), pages 1169-1186.
    15. Siranova, Maria & Tiruneh, Menbere Workie & Fisera, Boris, 2021. "Creating the illicit capital flows network in Europe – Do the net errors and omissions follow an economic pattern?," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 955-973.
    16. Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021. "Nonlinear factor models for network and panel data," Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
    17. Nicolae Stef, 2021. "Institutions and corporate financial distress in Central and Eastern Europe," European Journal of Law and Economics, Springer, vol. 52(1), pages 57-87, August.
    18. Zhonggang Yue & Chong Wang & Hui Hong, 2025. "Inclusive development of digital finance, family entrepreneurship and poverty reduction effect," International Entrepreneurship and Management Journal, Springer, vol. 21(1), pages 1-28, December.
    19. Ryuki Kobayashi, 2023. "The effects of new technology on productivity: technological improvement and reallocation efficiency in the Japanese steelmaking industry," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 12(1), pages 1-24, December.
    20. Alexander De Juan & Tim Wegenast, 2020. "Temperatures, food riots, and adaptation: A long-term historical analysis of England," Journal of Peace Research, Peace Research Institute Oslo, vol. 57(2), pages 265-280, March.
    21. Réka Juhász & Claudia Steinwender, 2018. "Spinning the Web: The Impact of ICT on Trade in Intermediates and Technology Diffusion," NBER Working Papers 24590, National Bureau of Economic Research, Inc.
    22. Jifeng Mu & Jonathan Z. Zhang, 2021. "Seller marketing capability, brand reputation, and consumer journeys on e-commerce platforms," Journal of the Academy of Marketing Science, Springer, vol. 49(5), pages 994-1020, September.
    23. David Córcoles & Carmen Díaz-Mora & Rosario Gandoy & Ángela Triguero, 2023. "The role of servitization in international entrepreneurship: An analysis for Spanish manufacturing firms," Journal of International Entrepreneurship, Springer, vol. 21(2), pages 214-244, June.
    24. Juodis, Artūras & Karabiyik, Hande & Westerlund, Joakim, 2021. "On the robustness of the pooled CCE estimator," Journal of Econometrics, Elsevier, vol. 220(2), pages 325-348.
    25. K. Aleks Schaefer & Daniel P. Scheitrum & Steven van Winden, 2022. "Returns on investment to the British bovine tuberculosis control programme," Journal of Agricultural Economics, Wiley Blackwell, vol. 73(2), pages 472-489, June.
    26. Neha Bhardwaj Upadhayay, 2020. "Uncovering the proliferation of contingent protection through channels of retaliation, gender and development assistance," Erudite Ph.D Dissertations, Erudite, number ph20-02 edited by Julie Lochard & Catherine Bros, December.
    27. Cosima Obst, 2022. "Job Satisfaction and Training Investments," CEPA Discussion Papers 47, Center for Economic Policy Analysis.
    28. David Brady & Richard Carpiano & Michaela Curran, 2023. "A test of the predictive validity of relative versus absolute income for self-reported health and well-being in the United States," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 48(26), pages 775-808.
    29. Hinz, Julian & Stammann, Amrei & Wanner, Joschka, 2019. "Persistent zeros: The extensive margin of trade," Kiel Working Papers 2139, Kiel Institute for the World Economy.
    30. Jaworski, Taylor & Keay, Ian, 2022. "Globalization and the spread of industrialization in Canada, 1871–1891," Explorations in Economic History, Elsevier, vol. 86(C).
    31. Raf Van Gestel & Tobias Mueller & Johan Bosmans, 2018. "Learning from failure in healthcare: Dynamic panel evidence of a physician shock effect," Diskussionsschriften dp1809, Universitaet Bern, Departement Volkswirtschaft.
    32. Federici, Daniela & Parisi, Valentino & Ferrante, Francesco, 2020. "Heterogeneous firms, corporate taxes and export behavior: A firm-level investigation for Italy," Economic Modelling, Elsevier, vol. 88(C), pages 98-112.
    33. Thomas Hauner, 2020. "Aggregate wealth and its distribution as determinants of financial crises," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 18(3), pages 319-338, September.
    34. Daniel Czarnowske & Amrei Stammann, 2019. "Fixed Effects Binary Choice Models: Estimation and Inference with Long Panels," Papers 1904.04217, arXiv.org, revised Oct 2020.
    35. Valentina Raimondi & Margherita Scoppola, 2024. "Liberalising non‐tariff measures through regional trade agreements: The impact on multinational production," The World Economy, Wiley Blackwell, vol. 47(8), pages 3308-3338, August.
    36. Stojanovikj, Martin & Petrevski, Goran, 2019. "Adopting inflation targeting in emerging markets: exploring the factors behind the decision," MPRA Paper 115797, University Library of Munich, Germany, revised 18 Jun 2020.
    37. Elizabeth Blankespoor & Bradley E. Hendricks & Joseph Piotroski & Christina Synn, 2022. "Real-time revenue and firm disclosure," Review of Accounting Studies, Springer, vol. 27(3), pages 1079-1116, September.
    38. Marta F. Arroyabe & Martin Schumann, 2022. "On the Estimation of True State Dependence in the Persistence of Innovation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 850-893, August.
    39. Brady, David & Curran, Michaela & Carpiano, Richard M., 2023. "A test of the predictive validity of relative versus absolute income for self-reported health and well-being in the United States," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 48, pages 775-808.
    40. David, Antonio C. & Sever, Can, 2025. "Unpleasant surprises? Elections and tax news shocks," European Journal of Political Economy, Elsevier, vol. 86(C).
    41. David W. Hughes, 2022. "A jackknife bias correction for nonlinear network data models with fixed effects," Papers 2203.15603, arXiv.org, revised Nov 2025.

  6. Moon, Hyungsik Roger & Weidner, Martin, 2017. "Dynamic Linear Panel Regression Models With Interactive Fixed Effects," Econometric Theory, Cambridge University Press, vol. 33(1), pages 158-195, February.
    See citations under working paper version above.
  7. Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
    See citations under working paper version above.
  8. Hyungsik Roger Moon & Martin Weidner, 2015. "Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects," Econometrica, Econometric Society, vol. 83(4), pages 1543-1579, July.
    See citations under working paper version above.
  9. Lee, Nayoung & Moon, Hyungsik Roger & Weidner, Martin, 2012. "Analysis of interactive fixed effects dynamic linear panel regression with measurement error," Economics Letters, Elsevier, vol. 117(1), pages 239-242.
    See citations under working paper version above.

Software components

    Sorry, no citations of software components recorded.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.