26 citations
- Boston UniversityUS3 papers
- University College LondonGB3 papers
- Aalto UniversityFI1 paper
- American Association of Variable Star ObserversUS1 paper
- Indian Statistical InstituteIN1 paper
- National Institute for AstrophysicsIT1 paper
- Osservatorio Astronomico di PadovaIT1 paper
- Saha Institute of Nuclear PhysicsIN1 paper
- University of Rome Tor VergataIT1 paper
- University of WarwickGB1 paper
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stat.ME2014
Nonlinear Factor Models for Network and Panel Data
Mingli Chen, Iván Fernández-Val, Martin Weidner
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. We consider fixed effect estimation of nonlinear panel single-…
stat.ME2013★ 6 cited
Individual and Time Effects in Nonlinear Panel Models with Large N, T
Ivan Fernandez-Val, Martin Weidner
We derive fixed effects estimators of parameters and average partial effects in (possibly dynamic) nonlinear panel data models with individual and time effects. They cover logit, p…