How to improve environmental quality and achieve human development remains major sustainability issues, particularly in the MENA region (the Middle East and North Africa) …
S Bonhomme, T Lamadon, E Manresa - Econometrica, 2022 - Wiley Online Library
We study discrete panel data methods where unobserved heterogeneity is revealed in a first step, in environments where population heterogeneity is not discrete. We focus on two‐step …
In this paper, we study the least squares (LS) estimator in a linear panel regression model with unknown number of factors appearing as interactive fixed effects. Assuming that the …
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, for example lagged-dependent variables. The first-order asymptotic theory of the …
S Hong, L Su, T Jiang - Journal of Econometrics, 2023 - Elsevier
This paper studies panel data models with interactive fixed effects where the regressors are allowed to be correlated with the idiosyncratic error terms. We propose a two-step profile …
X Lu, L Su - Journal of Econometrics, 2016 - Elsevier
We consider the problem of determining the number of factors and selecting the proper regressors in linear dynamic panel data models with interactive fixed effects. Based on the …
This paper provides estimation and inference methods for conditional average treatment effects (CATE) characterized by a high‐dimensional parameter in both homogeneous cross …
We study linear panel regression models in which the unobserved error term is an unknown smooth function of two-way unobserved fixed effects. In standard additive or interactive fixed …
AF Galvao, L Wang - Journal of Multivariate Analysis, 2015 - Elsevier
This paper develops a new minimum distance quantile regression (MD-QR) estimator for panel data models with fixed effects. The proposed estimator is efficient in the class of …