7 citations · 10 across the 6 of their papers we have counts for
6 papers · 1 filter
Asymptotic Properties of Empirical Quantile-Based Estimators
Julien Chhor, Xavier D'Haultfœuille, Jérémy L'Hour +1
We consider inference for parameters of the form for some variables , and . Such parameters appear, in particular, in the ``changes-in-cha…
Inference after discretizing time-varying unobserved heterogeneity
Jad Beyhum, Martin Mugnier
Approximating time-varying unobserved heterogeneity by discrete types has become increasingly popular in economics. Yet, provably valid post-clustering inference for target paramet…
R. A. Fisher's Exact Test Revisited
Martin Mugnier
This note provides a conceptual clarification of Ronald Aylmer Fisher's (1935) pioneering exact test in the context of the Lady Testing Tea experiment. It unveils a critical implic…
A Simple and Computationally Trivial Estimator for Grouped Fixed Effects Models
Martin Mugnier
This paper introduces a new fixed effects estimator for linear panel data models with clustered time patterns of unobserved heterogeneity. The method avoids non-convex and combinat…
On the Existence of Conditional Maximum Likelihood Estimates of the Binary Logit Model with Fixed Effects
Martin Mugnier
By exploiting McFadden (1974)'s results on conditional logit estimation, we show that there exists a one-to-one mapping between existence and uniqueness of conditional maximum like…
Fixed Effects Binary Choice Models with Three or More Periods
Laurent Davezies, Xavier D'Haultfoeuille, Martin Mugnier
We consider fixed effects binary choice models with a fixed number of periods and regressors without a large support. If the time-varying unobserved terms are i.i.d. with known…