2 papers
econ.EM2026
Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities
Xuan Leng, Jiaming Mao, Yutao Sun
We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models ar…
econ.EM2025
Recovering latent linkage structures and spillover effects with structural breaks in panel data models
Ryo Okui, Yutao Sun, Wendun Wang
This paper introduces a framework to analyze time-varying spillover effects in panel data. We consider panel models where a unit's outcome depends not only on its own characteristi…