324 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Seoul National UniversityKR7 papers
- University College LondonGB7 papers
- University of BristolGB5 papers
- Columbia UniversityUS3 papers
- Erasmus University RotterdamNL3 papers
- McMaster UniversityCA3 papers
- Rutgers, The State University of New JerseyUS3 papers
- University of BolognaIT3 papers
- CemmapGB2 papers
- Queen Mary University of LondonGB2 papers
- University of British ColumbiaCA2 papers
- University of LeicesterGB2 papers
5 papers · 1 filter
Analysis of interactive fixed effects dynamic linear panel regression with measurement error
Nayoung Lee, Hyungsik Roger Moon, Martin Weidner
This paper studies a simple dynamic linear panel regression model with interactive fixed effects in which the variable of interest is measured with error. To estimate the dynamic c…
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our measurement of the contact rate is constructed using data on…
Econometric Models of Network Formation
Aureo de Paula
This article provides a selective review on the recent literature on econometric models of network formation. The survey starts with a brief exposition on basic concepts and tools…
Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition
Aureo de Paula, Imran Rasul, Pedro Souza
Social interactions determine many economic behaviors, but information on social ties does not exist in most publicly available and widely used datasets. We present results on the…
Minimizing Sensitivity to Model Misspecification
Stéphane Bonhomme, Martin Weidner
We propose a framework for estimation and inference when the model may be misspecified. We rely on a local asymptotic approach where the degree of misspecification is indexed by th…