3 papers
econ.EM2026
Local Asymptotic Power of Honest Confidence Intervals
Hugo Freeman
Confidence intervals that are conservative against an untestable bias, called bias-aware or honest, are now standard in DiD, IV, RD, and factor-model settings. This paper character…
econ.EM2026
Inference on Linear Regressions with Two-Way Unobserved Heterogeneity
Hugo Freeman, Dennis Kristensen
We develop a general estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved hete…
econ.EM2026
Linear Multidimensional Regression with Interactive Fixed-Effects
Hugo Freeman
This paper studies a linear model for multidimensional panel data of three or more dimensions with unobserved interactive fixed-effects. The main estimator uses a Neyman-orthogonal…