Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity
Fuente:
arXiv
Saved in:
| Main Author: | Chen, Kaicheng |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Inference on Linear Regressions with Two-Way Unobserved Heterogeneity
by: Freeman, Hugo, et al.
Published: (2026)
by: Freeman, Hugo, et al.
Published: (2026)
Fixed-b Asymptotics for Panel Models with Two-Way Clustering
by: Chen, Kaicheng, et al.
Published: (2023)
by: Chen, Kaicheng, et al.
Published: (2023)
Debiased Machine Learning for Unobserved Heterogeneity: High-Dimensional Panels and Measurement Error Models
by: Argañaraz, Facundo, et al.
Published: (2025)
by: Argañaraz, Facundo, et al.
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)
Sufficient Statistics for Markovian Feedback Processes and Unobserved Heterogeneity in Dynamic Panel Logit Models
by: Shin, Sukgyu
Published: (2025)
by: Shin, Sukgyu
Published: (2025)
Robust Estimation and Inference for High-Dimensional Panel Data Models
by: Gao, Jiti, et al.
Published: (2024)
by: Gao, Jiti, et al.
Published: (2024)
Two-step Estimation of Network Formation Models with Unobserved Heterogeneities and Strategic Interactions
by: Wu, Shaomin
Published: (2024)
by: Wu, Shaomin
Published: (2024)
Sequential Estimation of Dynamic Discrete Choice Models with Unobserved Heterogeneity
by: Chen, Ertian, et al.
Published: (2026)
by: Chen, Ertian, et al.
Published: (2026)
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)
Unobserved Heterogeneous Spillover Effects in Instrumental Variable Models
by: Wu, Huan
Published: (2025)
by: Wu, Huan
Published: (2025)
Identification and Estimation of Network Models with Nonparametric Unobserved Heterogeneity
by: Zeleneev, Andrei
Published: (2026)
by: Zeleneev, Andrei
Published: (2026)
Estimation and Inference for Three-Dimensional Panel Data Models
by: Feng, Guohua, et al.
Published: (2024)
by: Feng, Guohua, et al.
Published: (2024)
Inference on Extreme Quantiles of Unobserved Individual Heterogeneity
by: Morozov, Vladislav
Published: (2022)
by: Morozov, Vladislav
Published: (2022)
Tractable Identification of Strategic Network Formation Models with Unobserved Heterogeneity
by: Gao, Wayne Yuan, et al.
Published: (2026)
by: Gao, Wayne Yuan, et al.
Published: (2026)
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity
by: Gao, Jiti, et al.
Published: (2025)
by: Gao, Jiti, et al.
Published: (2025)
Policy Relevant Treatment Effects with Multidimensional Unobserved Heterogeneity
by: Ura, Takuya, et al.
Published: (2024)
by: Ura, Takuya, et al.
Published: (2024)
Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities
by: Leng, Xuan, et al.
Published: (2023)
by: Leng, Xuan, et al.
Published: (2023)
Treatment Effects with Multidimensional Unobserved Heterogeneity: Identification of the Marginal Treatment Effect
by: Tsuda, Toshiki
Published: (2022)
by: Tsuda, Toshiki
Published: (2022)
Ridge Estimation of High Dimensional Two-Way Fixed Effect Regression
by: He, Junnan, et al.
Published: (2026)
by: He, Junnan, et al.
Published: (2026)
Uniform Inference on High-dimensional Spatial Panel Networks
by: Chernozhukov, Victor, et al.
Published: (2021)
by: Chernozhukov, Victor, et al.
Published: (2021)
Better Measurement or Larger Samples? Data Collection for Policy Learning with Unobserved Heterogeneity
by: Opocher, Giacomo
Published: (2026)
by: Opocher, Giacomo
Published: (2026)
Heterogeneous Autoregressions in Short T Panel Data Models
by: Pesaran, M. Hashem, et al.
Published: (2023)
by: Pesaran, M. Hashem, 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)
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)
Unit Averaging for Heterogeneous Panels
by: Brownlees, Christian, et al.
Published: (2022)
by: Brownlees, Christian, et al.
Published: (2022)
The Mixed Aggregate Preference Logit Model: A Machine Learning Approach to Modeling Unobserved Heterogeneity in Discrete Choice Analysis
by: Forsythe, Connor R., et al.
Published: (2024)
by: Forsythe, Connor R., et al.
Published: (2024)
Inference on High Dimensional Selective Labeling Models
by: Khan, Shakeeb, et al.
Published: (2024)
by: Khan, Shakeeb, et al.
Published: (2024)
Cross-Fitting-Free Debiased Machine Learning with Multiway Dependence
by: Chen, Kaicheng, et al.
Published: (2026)
by: Chen, Kaicheng, et al.
Published: (2026)
Detailed Gender Wage Gap Decompositions: Controlling for Worker Unobserved Heterogeneity Using Network Theory
by: Fogel, Jamie, et al.
Published: (2024)
by: Fogel, Jamie, et al.
Published: (2024)
Heterogeneous Grouping Structures in Panel Data
by: Chrysikou, Katerina, et al.
Published: (2024)
by: Chrysikou, Katerina, et al.
Published: (2024)
Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity
by: Moon, Hyungsik Roger, et al.
Published: (2023)
by: Moon, Hyungsik Roger, et al.
Published: (2023)
Uniform Inference in High-Dimensional Threshold Regression Models
by: Li, Jiatong, et al.
Published: (2024)
by: Li, Jiatong, et al.
Published: (2024)
Merger Analysis with Unobserved Prices
by: Koh, Paul S.
Published: (2024)
by: Koh, Paul S.
Published: (2024)
Heterogeneous Treatment Effects via Linear Dynamic Panel Data Models
by: Marx, Philip, et al.
Published: (2024)
by: Marx, Philip, et al.
Published: (2024)
Inference in Unbalanced Panel Data Models with Interactive Fixed Effects
by: Czarnowske, Daniel, et al.
Published: (2020)
by: Czarnowske, Daniel, et al.
Published: (2020)
Back to Feedback: Dynamics and Heterogeneity in Panel Data
by: Bonhomme, Stephane
Published: (2025)
by: Bonhomme, Stephane
Published: (2025)
Estimation of Average Effects in Short $T$ Heterogeneous Panels
by: Pesaran, M. Hashem, et al.
Published: (2023)
by: Pesaran, M. Hashem, et al.
Published: (2023)
Robust Inference with High-Dimensional Instruments
by: Feng, Qu, et al.
Published: (2025)
by: Feng, Qu, et al.
Published: (2025)
Inference for High-Dimensional Local Projection
by: Gao, Jiti, et al.
Published: (2026)
by: Gao, Jiti, et al.
Published: (2026)
Empirical Bayes Estimation in Heterogeneous Coefficient Panel Models
by: Song, Myunghyun, et al.
Published: (2026)
by: Song, Myunghyun, et al.
Published: (2026)
Similar Items
-
Inference on Linear Regressions with Two-Way Unobserved Heterogeneity
by: Freeman, Hugo, et al.
Published: (2026) -
Fixed-b Asymptotics for Panel Models with Two-Way Clustering
by: Chen, Kaicheng, et al.
Published: (2023) -
Debiased Machine Learning for Unobserved Heterogeneity: High-Dimensional Panels and Measurement Error Models
by: Argañaraz, Facundo, et al.
Published: (2025) -
Two-Way Mean Group Estimators for Heterogeneous Panel Models with Fixed T
by: Lu, Xun, et al.
Published: (2025) -
Sufficient Statistics for Markovian Feedback Processes and Unobserved Heterogeneity in Dynamic Panel Logit Models
by: Shin, Sukgyu
Published: (2025)