Fixed Effects Estimation of Large-TPanel Data Models

I Fernández-Val, M Weidner - Annual Review of Economics, 2018 - annualreviews.org
This article reviews recent advances in fixed effects estimation of panel data models for long
panels, where the number of time periods is relatively large. We focus on semiparametric …

Quantiles via moments

JAF Machado, JMCS Silva - Journal of econometrics, 2019 - Elsevier
We study the conditions under which it is possible to estimate regression quantiles by
estimating conditional means. The advantage of this approach is that it allows the use of …

Econometric models of network formation

Á De Paula - Annual Review of Economics, 2020 - annualreviews.org
This article provides a selective review of the recent literature on econometric models of
network formation. I start with a brief exposition on basic concepts and tools for the statistical …

[图书][B] An advanced guide to trade policy analysis​: The structural gravity model

YV Yotov, R Piermartini, M Larch - 2016 - wto-ilibrary.org
An Advanced Guide to Trade Policy Analysis is a follow up to A Practical Guide to Trade
Policy Analysis. The Advanced Guide provides the most recent tools for analysis of trade …

Currency unions and trade: A PPML re‐assessment with high‐dimensional fixed effects

M Larch, J Wanner, YV Yotov… - Oxford Bulletin of …, 2019 - Wiley Online Library
Recent work on the effects of currency unions (CUs) on trade stresses the importance of
using many countries and years in order to obtain reliable estimates. However, for large …

[HTML][HTML] Bias and consistency in three-way gravity models

M Weidner, T Zylkin - Journal of International Economics, 2021 - Elsevier
We study the incidental parameter problem for the “three-way” Poisson Pseudo-Maximum
Likelihood (“PPML”) estimator recently recommended for identifying the effects of trade …

[PDF][PDF] Evaluating the impact of urban transit infrastructure: Evidence from bogota's transmilenio

N Tsivanidis - Unpublished manuscript, 2022 - nicktsivanidis.com
This paper estimates the effects of improving public transit infrastructure on city structure and
welfare. It develops a sufficient statistics approach common to a class of quantitative urban …

Estimating the effects of non‐discriminatory trade policies within structural gravity models

B Heid, M Larch, YV Yotov - Canadian Journal of Economics …, 2021 - Wiley Online Library
We propose a simple method to identify the effects of unilateral and non‐discriminatory trade
policies on bilateral trade within a theoretically consistent empirical gravity model …

Causal models for longitudinal and panel data: A survey

D Arkhangelsky, G Imbens - The Econometrics Journal, 2024 - academic.oup.com
In this survey we discuss the recent causal panel data literature. This recent literature has
focused on credibly estimating causal effects of binary interventions in settings with …

An econometric model of network formation with degree heterogeneity

BS Graham - Econometrica, 2017 - Wiley Online Library
I introduce a model of undirected dyadic link formation which allows for assortative matching
on observed agent characteristics (homophily) as well as unrestricted agent‐level …