5 citations · 5 across the 5 of their papers we have counts for
6 papers
Identification and Estimation in Panel Data Models with Nonparametric Two-Way Fixed Effects
Hugo Freeman, Dennis Kristensen
We study identification and estimation of panel data models that are characterised by a common, potentially, infinite-dimensional parameter, and an unknown transformation $g(α_…
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…
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…
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…
Linear Panel Regressions with Two-Way Unobserved Heterogeneity
Hugo Freeman, Martin Weidner
We study linear panel regression models in which the unobserved error term is an unknown smooth function of two-way unobserved fixed effects. In standard additive or interactive fi…
Low-Rank Approximations of Nonseparable Panel Models
Iván Fernández-Val, Hugo Freeman, Martin Weidner
We provide estimation methods for nonseparable panel models based on low-rank factor structure approximations. The factor structures are estimated by matrix-completion methods to d…