This paper studies a dynamic ordered logit model for panel data with fixed effects. The main contribution of the paper is to construct a set of valid moment conditions that are free of the fixed effects. The moment functions can be computed using four or more periods of data, and the paper...

Linear panel models and the "event-study plots" that often accompany them are popular tools for learning about policy effects. In this paper, we introduce the "xtevent" package for Stata, which enables the construction of event-study plots following the suggestions in Freyaldenhoven et al....

We contribute to the literature on saving in retirement by studying the saving behavior of retirees in Iceland, a country where health care and nursing homes ares free of charge. This removes some of the precautionary motive for saving, leaving the bequest motive and other inter-generational...

We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with a factor structure). We demonstrate that existing estimators and confidence intervals (CIs) can be heavily biased and size-distorted when some of the factors are weak. We...

We contribute to the literature on saving in retirement by studying the saving behavior of retirees in Iceland, a country where health care and nursing homes ares free of charge. This removes some of the precautionary motive for saving, leaving the bequest motive and other inter-generational...

We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with a factor structure). We show that previously developed estimators and confidence intervals (CIs) might be heavily biased and size-distorted when some of the factors are weak. We...