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econ.EM2022
Multiscale Comparison of Nonparametric Trend Curves
Marina Khismatullina, Michael Vogt
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have…
econ.EM2022
Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects
Maximilian Ruecker, Michael Vogt, Oliver Linton +1
We develop new econometric methods for estimation and inference in high-dimensional panel data models with interactive fixed effects. Our approach can be regarded as a non-trivial…