Millimet, Daniel L.; Bellemare, Marc F. - 2023
Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate … of the fixed effects estimator, however, is often overlooked in practice: With data over time t ∈ {1,...,T} for each unit … panel. We consider several alternatives to the fixed effects estimator with T > 2 when relevant unit-specific heterogeneity …