We have 3 of 15 papers
We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.
Not the right person? Other researchers publish under this name.
Fixed-effect saturation does not itself distort conventional inference, but classical measurement error does. Under a local noise drift $\sigma_\nu^2=c^2/n$, the FE-OLS $t$-statistic converges to a non-central normal; saturation contributes a common $\sqrt{1-\rho}$ scaling rather than preferentially destroying signal o...
In fixed-effect regressions with many groups, fixed effects can absorb most identifying variation, leaving a handful of observations to carry what remains. When variation is this concentrated, conventional $t$-tests can reject a true null more than half the time, and any fixed critical value is either invalid or so con...
We characterize the asymptotic behavior of conventional variance estimators in linear regression with high-dimensional fixed effects under a drift in which both the proportional fixed-effect dimension $\rho_n = d_{K_n}/n \to \rho \in [0,1)$ and the residual treatment variance $\tau_n^2 = nQ_{K_n} \to \tau^2 \in (0, \in...
We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.
