304 citations · 914 across the 26 of their papers we have counts for
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econ.EM2020
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…
econ.EM2020
Moment Conditions for Dynamic Panel Logit Models with Fixed Effects
Bo E. Honoré, Martin Weidner
This paper investigates the construction of moment conditions in discrete choice panel data with individual specific fixed effects. We describe how to systematically explore the ex…