The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
Open accessAbstract
In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of factors appearing as interactive fixed effects. Assuming that the number of factors used in estimation is larger than the true number of factors in the data, we establish the limiting distribution of the LS estimator for the regression coefficients as the number of time periods and the number of cross-sectional units jointly go to infinity. The main result of the paper is that under certain assumptions the limiting distribution of the LS estimator is independent of the number of factors used in the estimation, as long as this number is not underestimated. The important practical implication of this result is that for inference on the regression coefficients one does not necessarily need to estimate the number of interactive fixed effects consistently.
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Biases in dynamic models with fixed effects
Nickell, S. (1981) · Econometrica · doi:10.2307/1911408 · Cited by 8,735
Did Unilateral Divorce Laws Raise Divorce Rates? A Reconciliation and New Results
Wolfers, J. (2006) · American Economic Review · doi:10.1257/aer.96.5.1802 · Cited by 950
Did Unilateral Divorce Raise Divorce Rates? Evidence from Panel Data
Friedberg, L. (1997) · doi:10.2139/ssrn.2207 · Cited by 522
Cited by
Synthetic Difference-in-Differences
Arkhangelsky, D., Athey, S., Hirshberg, D. A., Imbens, G. W., & Wager, S. (2021) · American Economic Review · doi:10.1257/aer.20190159 · Cited by 1,518
Matrix Completion Methods for Causal Panel Data Models
Athey, S., Bayati, M., Doudchenko, N., Imbens, G., & Khosravi, K. (2018) · doi:10.3386/w25132 · Cited by 497
Grouped Patterns of Heterogeneity in Panel Data
Bonhomme, S., & Manresa, E. (2015) · Econometrica · doi:10.3982/ecta11319 · Cited by 451
Regional policy evaluation: interactive fixed effects and synthetic controls.
Gobillon, L., & Magnac, T. (2016) · Review of Economics and Statistics · doi:10.1162/rest_a_00537 · Cited by 424
(2016) · doi:10.1016/j.jeconom.2015.12.014 · Cited by 319
Metadata
- Authors
- Moon, H. R., & Weidner, M.
- Venue
- Econometrica
- Publisher
- The Econometric Society
- Published
- 2015
- Volume
- 83
- Issue
- 4
- Pages
- 1543-1579
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W2178479773
- Cited by
- 298
- References
- 3
- FWCI
- 52.86
- Type
- journal article
- Language
- en
- Open access
- green
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects. https://app.cochat.ai/papers/10.3982/ecta9382
- The paper
- Moon, H. R., & Weidner, M. (2015). Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects. Econometrica. https://doi.org/10.3982/ecta9382
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
