Millimet, Daniel L.; Bellemare, Marc F. - 2023
Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate … of the fixed effects estimator, however, is often overlooked in practice: With data over time t ∈ {1,...,T} for each unit … of observation i ∈ {1,...,N}, the amount of unobserved heterogeneity the researcher can remove with unit fixed effects is …