In this paper we investigate panel regression models with interactive fixed effects. We propose two new estimation …. This iteration avoids any non-convex minimization, while the original LS estimation problem is generally non-convex, and …

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

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