This paper analyzes how interaction effects can be consistently estimated un- der economically plausible assumptions in linear panel models with a fixed T - dimension. We advocate for a correlated interaction term estimator (CITE) and show that it is consistent under conditions that are not...

This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed Tdimension. We advocate for a correlated interaction term estimator (CITE) and show that it is consistent under conditions that are not...

This paper provides nonparametric identification results for random coefficient distributions in perturbed utility models. We cover discrete choice and models of multiple purchases. We establish identification using variation in mean quantities. The results apply even when an analyst observes...

I consider linear panel data models with unobserved factor structures when the number of time periods is small relative to the number of cross-sectional units. I examine two popular methods of estimation: the first eliminates the factors with a parameterized quasi-long-differencing (QLD)...