arXiv 25 Feb 2026 · Econometrics
arXiv:2602.21903 · PDF · DOI · OpenAlex · Extracted main text
This paper develops a general method of inference for fixed effects models which is (i) automatic, (ii) computationally inexpensive, and (iii) highly model agnostic. Specifically, we show how to combine a collection of subsample estimators into a self-normalised jackknife $t$-statistic, from which hypothesis tests, confidence intervals, and $p$-values are readily obtained.
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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.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Hahn, J., Kuersteiner, G (2011) Bias reduction for dynamic nonlinear panel models with fixed effects | 0.928 | 4 | 3 | 100% |
| 2 | Fernández-Val, I., Weidner, M (2016) Individual and time effects in nonlinear panel models with large $N,T$ | 0.874 | 5 | 2 | 100% |
| 3 | Czarnowske, D., Stammann, A (2025) (debiased) inference for fixed effects estimators with three-dimensional panel and network data | 0.737 | 3 | 2 | 100% |
| 4 | Hahn, J., Newey, W (2004) Jackknife and analytical bias reduction for nonlinear panel models | 0.737 | 3 | 2 | 100% |
| 5 | Higgins, A., Jochmans, K (2025) Inference in dynamic models for panel data using the moving block bootstrap self | 0.737 | 3 | 2 | 100% |
| 6 | Fernández-Val, I., Weidner, M (2018) Fixed effects estimation of large-$T$ panel data models | 0.644 | 2 | 2 | 100% |
| 7 | Hotelling, H (1931) The generalization of Student's ratio | 0.644 | 2 | 2 | 100% |
| 8 | Goncalves, S., Kaffo, M (2015) Bootstrap inference for linear dynamic panel data models with individual fixed effects | 0.585 | 3 | 1 | 100% |
| 9 | Alvarez, J., Arellano, M (2003) The time series and cross-section asymptotics of dynamic panel data estimators | 0.405 | 1 | 1 | 100% |
| 10 | Arellano, M., Hahn, J (2016) A likelihood-based approximate solution to the incidental parameter problem in dynamic nonlinear models with multiple effects | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 32 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Inference for Fixed Effects Estimators when Panels are Unbalanced | 0.874 | 6 | 2 |
| 2 | (Debiased) Inference for Fixed Effects Estimators with Three-Dimensional Panel and Network Data | 0.754 | 7 | 3 |