4 papers · 1 filter
Nonparametric Identification of Two-Way Unobserved Heterogeneity
Hugo Freeman, Dennis Kristensen
We study identification of two-way unobserved heterogeneity in the nonparametric panel regression , where identification of the latent types red…
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…
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…