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20222026
most citedHigh-dimensional inference on jumps in nonparametric time series regression models

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econ.EM2022

A projection based approach for interactive fixed effects panel data models

Georg Keilbar, Juan M. Rodriguez-Poo, Alexandra Soberon +1

This paper introduces a straightforward sieve-based approach for estimating and conducting inference on regression parameters in panel data models with interactive fixed effects. T…