Robust estimation and inference in panels with interactive fixed effects
We consider estimation and inference for a regression coefficient in panels with interactive
fixed effects (ie, with a factor structure). We show that previously developed estimators and …
fixed effects (ie, with a factor structure). We show that previously developed estimators and …
Panel data models with time-varying latent group structures
Y Wang, PCB Phillips, L Su - Journal of Econometrics, 2024 - Elsevier
This paper considers a linear panel model with interactive fixed effects and unobserved
individual and time heterogeneities that are captured by some latent group structures and an …
individual and time heterogeneities that are captured by some latent group structures and an …
Panel Data Models with Time-Varying Latent Group Structures
PCB Phillips, L Su, Y Wang - 2023 - elischolar.library.yale.edu
This paper considers a linear panel model with interactive fixed effects and unobserved
individual and time heterogeneities that are captured by some latent group structures and an …
individual and time heterogeneities that are captured by some latent group structures and an …