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Locational marginal emissions rates (LMEs) estimate the rate of change in emissions due to a small change in demand in a transmission network, and are an important metric for assessing the impact of various energy policies or interventions.…

Systems and Control · Electrical Eng. & Systems 2023-03-10 Lucas Fuentes Valenzuela , Anthony Degleris , Abbas El Gamal , Marco Pavone , Ram Rajagopal

We study treatment-effect estimation using panel data. The treatment may be non-binary, non-absorbing, and the outcome may be affected by treatment lags. We make a parallel-trends assumption, and propose event-study estimators of the effect…

Econometrics · Economics 2026-05-13 Clément de Chaisemartin , Xavier D'Haultfœuille

We study the problem of treatment effect estimation in randomized experiments with high-dimensional covariate information, and show that essentially any risk-consistent regression adjustment can be used to obtain efficient estimates of the…

Methodology · Statistics 2022-06-08 Stefan Wager , Wenfei Du , Jonathan Taylor , Robert Tibshirani

We show that identification in a general class of dynamic panel logit models with fixed effects is related to the truncated moment problem from the mathematics literature. We use this connection to show that the identified set for…

Econometrics · Economics 2026-04-06 Christopher Dobronyi , Jiaying Gu , Kyoo il Kim , Thomas M. Russell

New procedures for detecting a change in the cross-sectional mean of panel data are proposed. The procedures rely on estimating nuisance parameters using certain cross-sectional means across panels using a weighted least squares regression.…

Methodology · Statistics 2026-05-07 Charl Pretorius , Heinrich Roodt

High-dimensional data analysis has been an active area, and the main focuses have been variable selection and dimension reduction. In practice, it occurs often that the variables are located on an unknown, lower-dimensional nonlinear…

Statistics Theory · Mathematics 2012-07-31 Ming-Yen Cheng , Hau-tieng Wu

This paper studies the interactive fixed effects (IFE) estimator in a panel-data setting with heterogeneous treatment effects. We show that, if the treatment-effect heterogeneity admits a linear factor structure, the IFE estimator could…

Econometrics · Economics 2026-05-01 Murilo Cardoso , Bruno Ferman , Marcelo Fernandes

This paper concerns the estimation of linear panel data models with endogenous regressors and a latent group structure in the coefficients. We consider instrumental variables estimation of the group-specific coefficient vector. We show that…

Econometrics · Economics 2024-05-15 Junho Choi , Ryo Okui

A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…

Methodology · Statistics 2026-04-28 Matteo Amestoy , R. Vermeulen , Mark A. van de Wiel , Wessel N. van Wieringen

In this paper we present a linear regression model for modal symbolic data. The observed variables are histogram variables according to the definition given in the framework of Symbolic Data Analysis and the parameters of the model are…

Methodology · Statistics 2016-05-03 Antonio Irpino , Rosanna Verde

We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…

Probability · Mathematics 2016-01-07 Daryna Liubashenko , Rostyslav Maiboroda

With the rapid advancement of information technology and data collection systems, large-scale spatial panel data presents new methodological and computational challenges. This paper introduces a dynamic spatial panel quantile model that…

Econometrics · Economics 2025-06-10 Tomohiro Ando , Jushan Bai , Kunpeng Li , Yong Song

We propose an observation-driven modeling framework that allows model parameters to vary over time through an implicit score-driven (ISD) update. The ISD update maximizes the logarithmic observation density with respect to the parameter…

Methodology · Statistics 2026-04-21 Rutger-Jan Lange , Bram van Os , Dick van Dijk

We study a fixed-$T$ panel data logit model for ordered outcomes that accommodates fixed effects and state dependence. We provide identification results for the autoregressive parameter, regression coefficients, and the threshold parameters…

Econometrics · Economics 2020-08-14 Chris Muris , Pedro Raposo , Sotiris Vandoros

In different fields of applications including, but not limited to, behavioral, environmental, medical sciences and econometrics, the use of panel data regression models has become increasingly popular as a general framework for making…

Methodology · Statistics 2020-05-15 Beste Hamiye Beyaztas , Soutir Bandyopadhyay

The presence of units with extreme values in the dependent and/or independent variables (i.e., vertical outliers, leveraged data) has the potential to severely bias regression coefficients and/or standard errors. This is common with short…

Econometrics · Economics 2023-12-12 Annalivia Polselli

Marginal structural models are a popular tool for investigating the effects of time-varying treatments, but they require an assumption of no unobserved confounders between the treatment and outcome. With observational data, this assumption…

Methodology · Statistics 2021-06-10 Matthew Blackwell , Soichiro Yamauchi

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Econometrics · Economics 2020-08-17 Michael Zimmert

Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables,…

Methodology · Statistics 2019-10-16 Mingli Chen , Iván Fernández-Val , Martin Weidner

The maximum likelihood estimator in nonlinear panel data models with interactive fixed effects is biased. Several bias correction methods, such as analytical and jackknife approaches, have been proposed to enable valid inference. This paper…

Econometrics · Economics 2026-04-30 Haoyuan Xu , Wei Miao , Geert Dhaene , Jad Beyhum
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