, we show that the post-SVT inference can be conducted via three steps: (1) apply the nuclear-norm penalized estimation;(2 … and time effect components in the slope matrix. To properly control for the effect of the penalized low-rank estimation …

. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables … this applicability with an empirical example to the estimation of a gravity equation of international trade between …

semiparametric efficiency bound, thereby extending the existing literature on efficient estimation of causal effect to a wider class … of applications. Finally, we discuss estimation of some causal effect functionals such as the treatment effect curve and …-scale simulation study and find that the proposed estimation has practical value. To illustrate the applicability of the procedure, we …

We propose a solution to the measurement error problem that plagues the estimation of the relation between the expected …

moment was dropped from the estimation. The measures are all easy to compute. We illustrate the usefulness of the measures …

thresholds, and structural break models with estimated breakdates. Estimation and inference procedures that ignore the randomness …