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Identification in a binary choice panel data model with a predetermined covariate

Bonhomme, Stéphane; Dano, Kevin; Graham, Bryan S. - 2023

We study identification in a binary choice panel data model with a single predetermined binary covariate (i.e., a …

Persistent link: https://www.econbiz.de/10013489540

A Neyman-orthogonalization approach to the incidental parameter problem

Bonhomme, Stéphane; Jochmans, Koen; Weidner, Martin - 2025

. Leading examples where this is the case are models for panel and network data that feature fixed effects. In this paper, we …

Persistent link: https://www.econbiz.de/10015191457

Individual and time effects in nonlinear panel models with large N, T

Fernández-Val, Iván; Weidner, Martin - 2013

Fixed effects estimators of nonlinear panel data models can be severely biased because of the well-known incidental … expansions to M-estimators with concave objective functions in parameters for panel models with additive individual and time …

Persistent link: https://www.econbiz.de/10010209259

Individual and time effects in nonlinear panel models with large N, T

Fernández-Val, Iván; Weidner, Martin - 2014

Fixed effects estimators of nonlinear panel data models can be severely biased because of the well-known incidental … expansions to conditional maximum likelihood estimators with concave objective functions in parameters for panel models with …

Persistent link: https://www.econbiz.de/10010382120

Estimation of random coefficients logit demand models with interactive fixed effects

Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - 2014 - This draft: April 22, 2014

We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete choice demand model, which underlies much recent empirical work in IO. We add interactive fixed effects in the form of a factor structure on the unobserved product characteristics. The interactive fixed effects can...

Persistent link: https://www.econbiz.de/10010345243

Estimation of random coefficients logit demand models with interactive fixed effects

Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - 2012

We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discretechoice demand model, which underlies much recent empirical work in IO. We add interactive fixed effects in the form of a factor structure on the unobserved product characteristics. The interactive fixed effects can...

Persistent link: https://www.econbiz.de/10009521645

Analysis of interactive fixed effects dynamic linear panel regression with measurement error

Lee, Nayoung; Moon, Hyungsik Roger; Weidner, Martin - 2011

This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable … (LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …

Persistent link: https://www.econbiz.de/10009419307

Individual and time effects in nonlinear panel models with large N, T

Fernández-Val, Iván; Weidner, Martin - 2015

Fixed effects estimators of nonlinear panel data models can be severely biased because of the incidental parameter … expansions to conditional maximum likelihood estimators with concave objective functions in parameters for panel models with …

Persistent link: https://www.econbiz.de/10010501255

Fixed-effect regressions on network data

Jochmans, Koen; Weidner, Martin - 2019

, such as employer-employee or student-teacher panel data. We formalize how the structure of the network affects the accuracy …

Persistent link: https://www.econbiz.de/10011992091

Fixed-effect regressions on network data

Jochmans, Koen; Weidner, Martin - 2018

, such as employer-employee or student-teacher panel data. We formalize how the structure of the network affects the accuracy …

Persistent link: https://www.econbiz.de/10011878167