The limiting distribution of the LS estimator in panel models with interactive fixed effects is invariant to over-specifying the number of factors.
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econ.EM 2years
2026 2verdicts
UNVERDICTED 2representative citing papers
Extends BLP demand model with interactive fixed effects via factor structure and proposes two-step LS-MD estimator for consistent estimation under endogeneity.
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Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
The limiting distribution of the LS estimator in panel models with interactive fixed effects is invariant to over-specifying the number of factors.
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Estimation of random coefficients logit demand models with interactive fixed effects
Extends BLP demand model with interactive fixed effects via factor structure and proposes two-step LS-MD estimator for consistent estimation under endogeneity.