Related papers: Panel Data Analysis with Heterogeneous Dynamics
In many applications, it is of interest to identify a parsimonious set of features, or panel, from multiple candidates that achieves a desired level of performance in predicting a response. This task is often complicated in practice by…
This paper develops a new standard-error estimator for linear panel data models. The proposed estimator is robust to heteroskedasticity, serial correlation, and cross-sectional correlation of unknown forms. The serial correlation is…
Many modern datasets consist of multiple related matrices measured on a common set of units, where the goal is to recover the shared low-dimensional subspace. While the Angle-based Joint and Individual Variation Explained (AJIVE) framework…
This paper studies non-separable models with a continuous treatment when the dimension of the control variables is high and potentially larger than the effective sample size. We propose a three-step estimation procedure to estimate the…
Heterogeneity is a hallmark of complex diseases. Regression-based heterogeneity analysis, which is directly concerned with outcome-feature relationships, has led to a deeper understanding of disease biology. Such an analysis identifies the…
In this paper we develop a data-driven smoothing technique for high-dimensional and non-linear panel data models. We allow for individual specific (non-linear) functions and estimation with econometric or machine learning methods by using…
Motivated by distinct walking patterns in real-world free-living gait data, this paper proposes an innovative curve-based sampling scheme for the analysis of functional data characterized by a mixture of covariance structures. Traditional…
We provide new results for nonparametric identification, estimation, and inference of causal effects using `proxy controls': observables that are noisy but informative proxies for unobserved confounding factors. Our analysis applies to…
We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the panels in the form of a common factor. A CUSUM type estimator is proposed, and we establish first…
This paper addresses one of the most prevalent problems encountered by political scientists working with difference-in-differences (DID) design: missingness in panel data. A common practice for handling missing data, known as complete case…
In compositional data, detecting which part of the whole delineates heterogeneity is important. The aim is to propose a procedure to quantify this term in the multivariate regression context without abandoning the data's natural…
This paper considers the identification of dynamic treatment effects with panel data, in complex designs where the treatment may not be binary and may not be absorbing. We first show that under no-anticipation and parallel-trends…
Nonresponse in panel studies can lead to a substantial loss in data quality due to its potential to introduce bias and distort survey estimates. Recent work investigates the usage of machine learning to predict nonresponse in advance, such…
The assumption of group heterogeneity has become popular in panel data models. We develop a constrained Bayesian grouped estimator that exploits researchers' prior beliefs on groups in a form of pairwise constraints, indicating whether a…
PCA is often used to visualize data when the rows and the columns are both of interest. In such a setting there is a lack of inferential methods on the PCA output. We study the asymptotic variance of a fixed-effects model for PCA, and…
This paper addresses inference in large panel data models in the presence of both cross-sectional and temporal dependence of unknown form. We are interested in making inferences that do not rely on the choice of any smoothing parameter as…
In many applications, a control procedure is required to detect potential deviations in a panel of serially correlated processes. It is common that the processes are corrupted by noise and that no prior information about the in-control data…
Empirical economists are often deterred from the application of fixed effects binary choice models mainly for two reasons: the incidental parameter problem and the computational challenge even in moderately large panels. Using the example…
We employ the jackknife algorithm to analyze the propagation of the statistical quantum Monte Carlo error through the Bethe--Salpeter equation. This allows us to estimate the error of dynamical mean-field theory calculations of the…
Multivariate association analysis is of primary interest in many applications. Despite the prevalence of high-dimensional and non-Gaussian data (such as count-valued or binary), most existing methods only apply to low-dimensional data with…