4 citations · 4 across the 4 of their papers we have counts for
6 papers
Dynamic Panel Multinomial Logit Models
Kevin Dano, Bo E. Honoré, Martin Weidner
This paper provides moment conditions for dynamic multinomial logit panel data models with individual specific fixed effects. The moment conditions do not depend on the fixed effec…
Higher-Order Neyman Orthogonality in Moment-Condition Models
Stéphane Bonhomme, Koen Jochmans, Whitney K. Newey +1
We construct moment functions that are Neyman-orthogonal to a chosen order in parametric moment condition models involving nuisance parameters. These moment functions reduce sensit…
Approximate Operator Inversion for Average Effects in Nonlinear Panel Models
Jad Beyhum, Geert Dhaene, Cavit Pakel +1
We study the estimation of average effects in nonlinear panel data models with fixed effects when the time dimension is only moderately large. Our approach, called approximate…
Factor-Augmented Panel Regressions and Variance-Weighted Treatment Effects
Artūras Juodis, Martin Weidner
We revisit panel regressions with unobserved heterogeneity through the lens of variance-weighted average treatment effects. Building on established results for cross-sectional OLS…
Binary choice logit models with general fixed effects for panel and network data
Kevin Dano, Bo E. Honoré, Martin Weidner
This paper systematically analyzes and reviews identification strategies for binary choice logit models with fixed effects in panel and network data settings. We examine both stati…
Bounds on Average Effects in Discrete Choice Panel Data Models
Cavit Pakel, Martin Weidner
In discrete choice panel data, estimation of average effects is crucial for quantifying the effect of covariates, and for policy evaluation and counterfactual analysis. However, in…