303 citations · 539 across the 4 of their papers we have counts for
8 papers · 1 filter
Bounding Treatment Effects by Pooling Limited Information across Observations
Sokbae Lee, Martin Weidner
We provide novel bounds on average treatment effects (on the treated) that are valid under an unconfoundedness assumption. Our bounds are designed to be robust in challenging situa…
Analysis of interactive fixed effects dynamic linear panel regression with measurement error
Nayoung Lee, Hyungsik Roger Moon, Martin Weidner
This paper studies a simple dynamic linear panel regression model with interactive fixed effects in which the variable of interest is measured with error. To estimate the dynamic c…
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
Hyungsik Roger Moon, Martin Weidner
In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of factors appearing as interactive fixed effects. Assuming that the…
Dynamic Linear Panel Regression Models with Interactive Fixed Effects
Hyungsik Roger Moon, Martin Weidner
We analyze linear panel regression models with interactive fixed effects and predetermined regressors, for example lagged-dependent variables. The first-order asymptotic theory of…
Estimation of random coefficients logit demand models with interactive fixed effects
Hyungsik Roger Moon, Matthew Shum, Martin Weidner
We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete-choice demand model, which underlies much recent empirical work in IO. We add interactive fixed ef…
Nuclear Norm Regularized Estimation of Panel Regression Models
Hyungsik Roger Moon, Martin Weidner
In this paper we investigate panel regression models with interactive fixed effects. We propose two new estimation methods that are based on minimizing convex objective functions.…