In this paper, we investigate binary response models for heterogeneous panel data with interactive fixed effects by …

This paper studies the effects of common shocks on the OLS estimators of the slopes' parameters in linear panel data …

panel data models where the observables are affected by common shocks, modelled through unobservable factors, are studied … the panel TSLS and LIML estimators, as the cross section dimension tends to infinity, is the lack of correlation between … shocks. If this condition fails, both estimators have degenerate distributions. When the panel TSLS and LIML estimators are …

In this paper, we propose a single-index panel data model with unobserved multiple interactive fixed effects. This …