1 citations · 2 across the 5 of their papers we have counts for
5 papers
Jackknife Inference for Fixed Effects Models
Ayden Higgins
This paper develops a general method of inference for fixed effects models which is (i) automatic, (ii) computationally inexpensive, (iii) tuning parameter-free, and (iv) highly mo…
Inference in dynamic models for panel data using the moving block bootstrap
Ayden Higgins, Koen Jochmans
Inference in linear panel data models is complicated by the presence of fixed effects when (some of) the regressors are not strictly exogenous. Under asymptotics where the number o…
Bootstrap inference for fixed-effect models
Ayden Higgins, Koen Jochmans
The maximum-likelihood estimator of nonlinear panel data models with fixed effects is consistent but asymptotically-biased under rectangular-array asymptotics. The literature has t…
Fixed Estimation of Linear Panel Data Models with Interactive Fixed Effects
Ayden Higgins
This paper studies the estimation of linear panel data models with interactive fixed effects, where one dimension of the panel, typically time, may be fixed. To this end, a novel t…
Shrinkage Estimation of Network Spillovers with Factor Structured Errors
Ayden Higgins, Federico Martellosio
This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cro…