4 citations · 4 across the 4 of their papers we have counts for
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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 moment-condition models that involve finite-dimensional nuisance parameters. These moment functions re…
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…