5 papers · 1 filter
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…
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…
Variance Estimation for Saturated Fixed-Effect Specifications
StanisÅaw 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…
Testing the Significance of the Difference-in-Differences Coefficient via Doubly Randomised Inference
StanisÅaw Marek Sergiusz Halkiewicz, Andrzej KaÅuża
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…
NA-DiD: Extending Difference-in-Differences with Capabilities
StanisÅaw 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…