This paper considers large N and large T panel data models with unobservable multiple interactive effects, which are correlated with the regressors. In earnings studies, for example, workers' ...

Identifying causal relationships from observational data is not easy. Still, researchers are often interested in examining the effects of policy changes or other decisions. In those analyses, ...

In this article, we consider semiparametric estimation in a partially linear single-index panel data model with fixed effects. Without taking the difference explicitly, we propose using a ...

We leverage insights from machine learning to optimize the tradeoff between bias and variance when estimating economic models using pooled datasets. Specifically, we develop a simple algorithm that ...

Models trained on filtered data from misaligned teacher models were far more likely to absorb their teachers’ dangerous traits — leading them to suggest, for example, eating glue or shooting ...