6 papers
Tractable Estimation of Nonlinear Panels with Interactive Fixed Effects
Andrei Zeleneev, Weisheng Zhang
Interactive fixed effects are routinely controlled for in linear panel models. While an analogous fixed effects (FE) estimator for nonlinear models has been available in the litera…
Identification and Estimation of Network Models with Nonparametric Unobserved Heterogeneity
Andrei Zeleneev
Homophily based on observables is widespread in networks. Therefore, homophily based on unobservables (fixed effects) is also likely to be an important determinant of the interacti…
Simple Estimation of Semiparametric Models with Measurement Errors
Kirill S. Evdokimov, Andrei Zeleneev
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variabili…
Robust Estimation and Inference in Panels with Interactive Fixed Effects
Timothy B. Armstrong, Martin Weidner, Andrei Zeleneev
We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with a factor structure). We demonstrate that existing estimators…
Inferring Treatment Effects in Large Panels by Uncovering Latent Similarities
Ben Deaner, Chen-Wei Hsiang, Andrei Zeleneev
The presence of unobserved confounders is one of the main challenges in identifying treatment effects. In this paper, we propose a new approach to causal inference using panel data…
Marginal Effects for Probit and Tobit with Endogeneity
Kirill S. Evdokimov, Ilze Kalnina, Andrei Zeleneev
When evaluating partial effects, it is important to distinguish between structural endogeneity and measurement errors. In contrast to linear models, these two sources of endogeneit…