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Interactive Fixed Effects #67
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@Constantino-Carreto-Romero will read the reference and will look into the @SimonFreyaldenhoven any recommendation for what we should read here? |
@jorpppp Starting with the documentation of the Another thing that might be worth taking a look at at the same time is the Common correlated effects model. Here's a Stata article+package. The two estimators (CCE, IFE) are conceptually very related. So if we are planning to introduce IFE, it maybe very easy to tack on CCE using the same infrastructure. |
@jorpppp I have read Gobillon and Magnac, 2016. I haven't explored the
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Thanks for the references @Constantino-Carreto-Romero . I think after Gobillon and Magnac, the best paper to look into would be the original Bai (2009). |
We are still reading. |
We are still reading, here's a checklist to track progress and force ourselves to finish.
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We need to keep reading @Constantino-Carreto-Romero !!! |
We want to include IFE estimators in the command. A relevant reference here is Gobillon and Magnac 2016
Ideally we want to piggyback on the
regife
command.The text was updated successfully, but these errors were encountered: