Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models …. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables … parameters and average partial effects have normal distributions when the two dimensions of the panel grow large, but might …

Fixed effects estimators of nonlinear panel data models can be severely biased because of the incidental parameter … expansions to conditional maximum likelihood estimators with concave objective functions in parameters for panel models with …

We analyze linear panel regression models with interactive fixed effects and predetermined regressors, e.g. lagged …

panel data logit models with fixed effects. After introducing the moment conditions obtained in this way, we explore their … common model parameters are estimable at root-n rate for many more dynamic panel logit models than has been appreciated by …

nonlinear network and panel models with unobserved two-way effects, strictly exogenous covariates, and possibly discrete outcome …

This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of … section in Arellano & Bonhomme, 2011) we discuss models with both individual and time effects, split-panel Jackknife bias …