We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with a factor structure). We show that previously developed estimators and confidence intervals (CIs) might be heavily biased and size-distorted when some of the factors are weak. We...

We consider the estimation of measures of persistent poverty in panel surveys with missing data, focusing on the persistent poverty headcount, its duration-adjusted variant, and a related measure used by the European Union as an indicator of the risk of persistent poverty. We develop a partial...