2 papers
econ.EM2026
Jackknife Inference for Fixed Effects Models
Ayden Higgins
This paper develops a general method of inference for fixed effects models which is (i) automatic, (ii) computationally inexpensive, (iii) tuning parameter-free, and (iv) highly mo…
econ.EM2025
Inference in dynamic models for panel data using the moving block bootstrap
Ayden Higgins, Koen Jochmans
Inference in linear panel data models is complicated by the presence of fixed effects when (some of) the regressors are not strictly exogenous. Under asymptotics where the number o…