Fixed-b Asymptotics for Panel Models with Two-Way Clustering
Fuente:
arXiv
Saved in:
| Main Authors: | Chen, Kaicheng, Vogelsang, Timothy J. |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity
by: Chen, Kaicheng
Published: (2025)
by: Chen, Kaicheng
Published: (2025)
Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T
by: Lu, Xun, et al.
Published: (2025)
by: Lu, Xun, et al.
Published: (2025)
Asymptotic Theory for Two-Way Clustering
by: Yap, Luther
Published: (2023)
by: Yap, Luther
Published: (2023)
Design-Robust Two-Way-Fixed-Effects Regression For Panel Data
by: Arkhangelsky, Dmitry, et al.
Published: (2021)
by: Arkhangelsky, Dmitry, et al.
Published: (2021)
Post-Matching Two-Way Fixed Effects Estimation
by: Liu, Yihong, et al.
Published: (2026)
by: Liu, Yihong, et al.
Published: (2026)
Robust Estimation and Inference in Panels with Interactive Fixed Effects
by: Armstrong, Timothy B., et al.
Published: (2022)
by: Armstrong, Timothy B., et al.
Published: (2022)
Testing Hypotheses About Ratios of Linear Trend Slopes in Systems of Equations with a Focus on Tests of Equal Trend Ratios
by: Vogelsang, Timothy J.
Published: (2026)
by: Vogelsang, Timothy J.
Published: (2026)
Inference in Unbalanced Panel Data Models with Interactive Fixed Effects
by: Czarnowske, Daniel, et al.
Published: (2020)
by: Czarnowske, Daniel, et al.
Published: (2020)
Dynamic Linear Panel Regression Models with Interactive Fixed Effects
by: Moon, Hyungsik Roger, et al.
Published: (2026)
by: Moon, Hyungsik Roger, et al.
Published: (2026)
Identification of Dynamic Panel Logit Models with Fixed Effects
by: Dobronyi, Christopher, et al.
Published: (2021)
by: Dobronyi, Christopher, et al.
Published: (2021)
Ridge Estimation of High Dimensional Two-Way Fixed Effect Regression
by: He, Junnan, et al.
Published: (2026)
by: He, Junnan, et al.
Published: (2026)
Identification of Semiparametric Panel Multinomial Choice Models with Infinite-Dimensional Fixed Effects
by: Gao, Wayne Yuan, et al.
Published: (2020)
by: Gao, Wayne Yuan, et al.
Published: (2020)
Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects
by: Ruecker, Maximilian, et al.
Published: (2022)
by: Ruecker, Maximilian, et al.
Published: (2022)
Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects
by: Barassi, Marco, et al.
Published: (2023)
by: Barassi, Marco, et al.
Published: (2023)
A Simple Interactive Fixed Effects Estimator for Short Panels
by: Phillips, Robert F., et al.
Published: (2024)
by: Phillips, Robert F., et al.
Published: (2024)
Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models
by: Kwon, Soonwoo
Published: (2023)
by: Kwon, Soonwoo
Published: (2023)
Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects
by: Xu, Haoyuan, et al.
Published: (2026)
by: Xu, Haoyuan, et al.
Published: (2026)
Extremal Quantiles under Two-Way Clustering
by: Chiang, Harold D., et al.
Published: (2024)
by: Chiang, Harold D., et al.
Published: (2024)
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
by: Moon, Hyungsik Roger, et al.
Published: (2026)
by: Moon, Hyungsik Roger, et al.
Published: (2026)
What Do We Get from Two-Way Fixed Effects Regressions? Implications from Numerical Equivalence
by: Ishimaru, Shoya
Published: (2021)
by: Ishimaru, Shoya
Published: (2021)
Tractable Estimation of Nonlinear Panels with Interactive Fixed Effects
by: Zeleneev, Andrei, et al.
Published: (2025)
by: Zeleneev, Andrei, et al.
Published: (2025)
Double Machine Learning for Static Panel Models with Fixed Effects
by: Clarke, Paul S., et al.
Published: (2023)
by: Clarke, Paul S., et al.
Published: (2023)
(Debiased) Inference for Fixed Effects Estimators with Three-Dimensional Panel and Network Data
by: Czarnowske, Daniel, et al.
Published: (2025)
by: Czarnowske, Daniel, et al.
Published: (2025)
Asymptotic Theory for Clustered Samples
by: Hansen, Bruce E., et al.
Published: (2019)
by: Hansen, Bruce E., et al.
Published: (2019)
Identification of Average Responses with Endogenous Controls
by: Chen, Kaicheng, et al.
Published: (2024)
by: Chen, Kaicheng, et al.
Published: (2024)
When Can We Use Two-Way Fixed-Effects (TWFE): A Comparison of TWFE and Novel Dynamic Difference-in-Differences Estimators
by: Rüttenauer, Tobias, et al.
Published: (2024)
by: Rüttenauer, Tobias, et al.
Published: (2024)
Panel Coupled Matrix-Tensor Clustering Model with Applications to Asset Pricing
by: Cui, Liyuan, et al.
Published: (2025)
by: Cui, Liyuan, et al.
Published: (2025)
Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics
by: Ditzen, Jan, et al.
Published: (2025)
by: Ditzen, Jan, et al.
Published: (2025)
Asymptotic Variance Theory for Trimmed Least Squares and Trimmed Least Absolute Deviations in Censored Panel Models with Fixed Effects
by: Chetverikov, Denis, et al.
Published: (2026)
by: Chetverikov, Denis, et al.
Published: (2026)
Estimating Long Run Welfare Outcome in Rotating Panel with Grouped Fixed Effects: Application to Poverty Dynamics in Peru
by: Zhao, Hongdi, et al.
Published: (2026)
by: Zhao, Hongdi, et al.
Published: (2026)
K-Means Panel Data Clustering in the Presence of Small Groups
by: Nishi, Mikihito
Published: (2025)
by: Nishi, Mikihito
Published: (2025)
Inference on Linear Regressions with Two-Way Unobserved Heterogeneity
by: Freeman, Hugo, et al.
Published: (2026)
by: Freeman, Hugo, et al.
Published: (2026)
Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions
by: Liao, Chengwang, et al.
Published: (2024)
by: Liao, Chengwang, et al.
Published: (2024)
Dynamic Ordered Panel Logit Models
by: Honoré, Bo E., et al.
Published: (2021)
by: Honoré, Bo E., et al.
Published: (2021)
Bootstraps for Dynamic Panel Threshold Models
by: Gong, Woosik, et al.
Published: (2022)
by: Gong, Woosik, et al.
Published: (2022)
Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
by: Chernozhukov, Victor, et al.
Published: (2024)
by: Chernozhukov, Victor, et al.
Published: (2024)
Optimal Estimation of Two-Way Effects under Limited Mobility
by: Cheng, Xu, et al.
Published: (2025)
by: Cheng, Xu, et al.
Published: (2025)
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects
by: Chen, Jia, et al.
Published: (2025)
by: Chen, Jia, et al.
Published: (2025)
Heterogeneous Autoregressions in Short T Panel Data Models
by: Pesaran, M. Hashem, et al.
Published: (2023)
by: Pesaran, M. Hashem, et al.
Published: (2023)
Fused Extended Two-Way Fixed Effects for Difference-in-Differences With Staggered Adoptions
by: Faletto, Gregory
Published: (2023)
by: Faletto, Gregory
Published: (2023)
Similar Items
-
Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity
by: Chen, Kaicheng
Published: (2025) -
Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T
by: Lu, Xun, et al.
Published: (2025) -
Asymptotic Theory for Two-Way Clustering
by: Yap, Luther
Published: (2023) -
Design-Robust Two-Way-Fixed-Effects Regression For Panel Data
by: Arkhangelsky, Dmitry, et al.
Published: (2021) -
Post-Matching Two-Way Fixed Effects Estimation
by: Liu, Yihong, et al.
Published: (2026)