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From the 5 of 96 papers with an AI index.
192 citations
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econ.EM2026★ 192 cited
Dynamic Linear Panel Regression Models with Interactive Fixed Effects
Hyungsik Roger Moon, Martin Weidner
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, for example lagged-dependent variables. The first-order asymptotic theory of…
econ.EM2026★ 24 cited
Estimation of random coefficients logit demand models with interactive fixed effects
Hyungsik Roger Moon, Matthew Shum, Martin Weidner
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 ef…