We consider a linear panel data model with nonseparable two-way unobserved heterogeneity corresponding to a linear… Continue reading.

We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e.,… Continue reading.

This paper develops a novel method for policy choice in a dynamic setting where the available… Continue reading.

Many economic panel and dynamic models, such as rational behavior and Euler equations, imply that the… Continue reading.