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Linear Panel Regressions with Two-Way Unobserved Heterogeneity

Hugo Freeman, Martin Weidner

arXiv 24 Sep 2021 · Econometrics · publishedJournal of Econometrics (2023) · 13 citations (OpenAlex)

arXiv:2109.11911 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We study linear panel regression models in which the unobserved error term is an unknown smooth function of two-way unobserved fixed effects. In standard additive or interactive fixed effect models the individual specific and time specific effects are assumed to enter with a known functional form (additive or multiplicative). In this paper, we allow for this functional form to be more general and unknown. We discuss two different estimation approaches that allow consistent estimation of the regression parameters in this setting as the number of individuals and the number of time periods grow to infinity. The first approach uses the interactive fixed effect estimator in Bai (2009), which is still applicable here, as long as the number of factors in the estimation grows asymptotically. The second approach first discretizes the two-way unobserved heterogeneity (similar to what Bonhomme, Lamadon and Manresa 2021 are doing for one-way heterogeneity) and then estimates a simple linear fixed effect model with additive two-way grouped fixed effects. For both estimation methods we obtain asymptotic convergence results, perform Monte Carlo simulations, and employ the estimators in an empirical application to UK house price data.

Citation extraction

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Bai, J (2009) Panel data models with interactive fixed effects1.000196100%
2Bonhomme, S., T. Lamadon, and E. Manresa (2021) Discretizing unobserved heterogeneity1.000125100%
3Moon, H. R. and M. Weidner (2015) Linear regression for panel with unknown number of factors as interactive fixed effects0.96510390%
4Griebel, M. and H. Harbrecht (2014) Approximation of bi-variate functions: singular value decomposition versus sparse grids0.8746467%
5Pesaran, M. H. (2006, 07) (2006) Estimation and inference in large heterogeneous panels with a multifactor error structure0.64422100%
Leeunmatched citation key Lee0.58531100%
Pesaranunmatched citation key Pesaran0.58531100%
Ahnunmatched citation key Ahn0.51121100%
Baiunmatched citation key Bai0.51121100%
Chudikunmatched citation key Chudik0.51121100%

Showing the top 10 of 166 scored citations. 5 of these could not be matched to a bibliography entry, so only the citation key is shown.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Inference after discretizing time-varying unobserved heterogeneity1.000177
2Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics1.00083
3Inference on Linear Regressions with Two-Way Unobserved Heterogeneity0.977156
4Linear Multidimensional Regression with Interactive Fixed-Effects0.92853
5Factor-Augmented Panel Regressions and Variance-Weighted Treatment Effects0.769115
6Large-Sample Properties of the Synthetic Control Method under Selection on Unobservables0.73732
7Flexible Imputation of Incomplete Network Data0.73732
8Specification testing with grouped fixed effects0.64422
9Estimation of Panel Data Models with Nonlinear Factor Structure$^$0.58531
10A Simple and Computationally Trivial Estimator for Grouped Fixed Effects Models0.40511