Search Results - subject:"fixed effects"

Honoré, Bo E.; Muris, Chris; Weidner, Martin - In: Quantitative economics : QE ; journal of the … 16 (2025) 3, pp. 899-945

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 …

Persistent link: https://www.econbiz.de/10015460584

Network and panel quantile effects via distribution regression

Chernozhukov, Victor; Fernández-Val, Iván; Weidner, Martin - In: Journal of econometrics 240 (2024) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10015075113

Xtevent : estimation and visualization in the linear panel event-study design

Freyaldenhoven, Simon; Hansen, Christian; Pérez … - 2024

Persistent link: https://www.econbiz.de/10015078543

Policy effect estimation and visualization in linear panel event-study designs : introducing the xtevent package

Freyaldenhoven, Simon; Hansen, Christian; Pérez … - 2024

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....

Persistent link: https://www.econbiz.de/10015051660

Old-age saving in a welfare state

Andersen, Torben M.; Sigmarsson, Andri S.; Gylfi Zoega - 2024

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...

Persistent link: https://www.econbiz.de/10014470013

Robust estimation and inference in panels with interactive fixed effects

Armstrong, Timothy B.; Weidner, Martin; Zeleneev, Andrei - 2024

We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with … estimation to form a debiased estimate, using a nuclear norm bound on the error of an initial estimate of the interactive fixed … effects. Our resulting bias-aware CIs take into account the remaining bias caused by weak factors. Monte Carlo experiments …

Persistent link: https://www.econbiz.de/10015168548

Time-varying linear transformation models with fixed effects and endogeneity for short panels

Botosaru, Irene; Muris, Chris; Sokullu, Senay - 2022

Persistent link: https://www.econbiz.de/10012803621

Robust estimation and inference in panels with interactive fixed effects

Armstrong, Timothy B.; Weidner, Martin; Zeleneev, Andrei - 2023

We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with … interactive fixed effects. We use the obtained estimate to construct a bias-aware CI taking into account the remaining bias due to …

Persistent link: https://www.econbiz.de/10014312069

Estimating nonlinear network data models with fixed effects

Hughes, David W. - 2023

Persistent link: https://www.econbiz.de/10014319894

Railways and the European fertility transition

Ciccarelli, Carlo; Fenske, James; Henneberg, Jordi Martí - 2023

Persistent link: https://www.econbiz.de/10014384546