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econ.EM2026

Fixed-Effect Saturation Is Not Weak Identification: Certifying Inference under Measurement Error

Stanisław M. S. Halkiewicz

Fixed-effect saturation alone is not weak identification. In the baseline model, fixed-effect--residualized OLS is unbiased and conventional inference is asymptotically exact at ev…

econ.EM2026

Exact Inference in Fixed-Effect Regressions with Concentrated Identifying Variation

Stanisław M. S. Halkiewicz

In fixed-effect regressions with many groups, fixed effects can absorb most identifying variation, leaving a handful of observations to carry what remains. When variation is this c…

econ.EM2026

Variance Estimation for Saturated Fixed-Effect Specifications

Stanisław M. S. Halkiewicz

We characterize the asymptotic behavior of conventional variance estimators in linear regression with high-dimensional fixed effects under a drift in which both the proportional fi…

econ.EM2026

Testing the Significance of the Difference-in-Differences Coefficient via Doubly Randomised Inference

Stanisław Marek Sergiusz Halkiewicz, Andrzej Kałuża

This article develops a significance test for the Difference-in-Differences (DiD) estimator based on dual-margin randomization, in which both the treatment and time indicators are…

econ.EM2025

NA-DiD: Extending Difference-in-Differences with Capabilities

Stanisław M. S. Halkiewicz

This paper introduces the Non-Additive Difference-in-Differences (NA-DiD) framework, which extends classical DiD by incorporating non-additive measures the Choquet integral for eff…