Bootstrap inference for fixed-effect models

DOI10.3982/ecta20712zbMATH Open1541.62365MaRDI QIDQ6536806

Ayden Higgins, Koen Jochmans

Publication date: 14 May 2024

Published in: Econometrica (Search for Journal in Brave)

zbMATH Keywords

bootstrapfixed effectspanel datainferenceincidental-parameter problem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

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• Consistent Estimates Based on Partially Consistent Observations
• Bootstrap inference for instrumental variable models with many weak instruments
• Bootstrap inference for fixed-effect models

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