304 citations · 914 across the 26 of their papers we have counts for
4 papers · 1 filter
probitfe and logitfe: Bias corrections for probit and logit models with two-way fixed effects
Mario Cruz-Gonzalez, Ivan Fernandez-Val, Martin Weidner
We present the Stata commands probitfe and logitfe, which estimate probit and logit panel data models with individual and/or time unobserved effects. Fixed effect panel data method…
Fixed-Effect Regressions on Network Data
Koen Jochmans, Martin Weidner
This paper considers inference on fixed effects in a linear regression model estimated from network data. An important special case of our setup is the two-way regression model. Th…
Nonlinear Factor Models for Network and Panel Data
Mingli Chen, Iván Fernández-Val, Martin Weidner
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. We consider fixed effect estimation of nonlinear panel single-…
Individual and Time Effects in Nonlinear Panel Models with Large N, T
Ivan Fernandez-Val, Martin Weidner
We derive fixed effects estimators of parameters and average partial effects in (possibly dynamic) nonlinear panel data models with individual and time effects. They cover logit, p…