Derives bias formulas and analytically debiased estimators for fixed effects models in three-dimensional panels, fixing degenerate asymptotics when unobserved effects span two dimensions.
arXiv preprint arXiv:2209.11691 , year=
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A Neyman-orthogonal moment estimator with adjusted nonparametric fixed effects achieves root-NT asymptotic normality for common parameters in two-way heterogeneous panel models.
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(Debiased) Inference for Fixed Effects Estimators with Three-Dimensional Panel and Network Data
Derives bias formulas and analytically debiased estimators for fixed effects models in three-dimensional panels, fixing degenerate asymptotics when unobserved effects span two dimensions.
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Inference on Linear Regressions with Two-Way Unobserved Heterogeneity
A Neyman-orthogonal moment estimator with adjusted nonparametric fixed effects achieves root-NT asymptotic normality for common parameters in two-way heterogeneous panel models.