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econ.EM2025
Recovering latent linkage structures and spillover effects with structural breaks in panel data models
Ryo Okui, Yutao Sun, Wendun Wang
This paper introduces a framework to analyze time-varying spillover effects in panel data. We consider panel models where a unit's outcome depends not only on its own characteristi…
econ.EM2023
Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities
Xuan Leng, Jiaming Mao, Yutao Sun
We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models ar…