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econ.EM2026★ 304 cited
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…
econ.EM2026★ 24 cited
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…