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A neyman-orthogonalization approach to the incidental parameter problem

Author

Listed:
  • Stéphane Bonhomme

    (Institute for Fiscal Studies)

  • Koen Jochmans

    (Institute for Fiscal Studies)

  • Martin Weidner

    (Institute for Fiscal Studies)

Abstract

No abstract is available for this item.

Suggested Citation

  • Stéphane Bonhomme & Koen Jochmans & Martin Weidner, 2025. "A neyman-orthogonalization approach to the incidental parameter problem," IFS Working Papers WCWP05/25, Institute for Fiscal Studies.
    • Handle: RePEc:ifs:ifsewp:cwp05/25
    as

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    File URL: https://ifs.org.uk/sites/default/files/2025-01/CWP0525-A-neyman-orthogonalization-approach-to-the-incidental-parameter-problem.pdf
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    References listed on IDEAS

    as
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    2. Dhaene, Geert & Jochmans, Koen, 2016. "Likelihood Inference In An Autoregression With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1178-1215, October.
    3. John M. Abowd & Francis Kramarz & David N. Margolis, 1999. "High Wage Workers and High Wage Firms," Econometrica, Econometric Society, vol. 67(2), pages 251-334, March.
    4. Koen Jochmans & Martin Weidner, 2019. "Fixed‐Effect Regressions on Network Data," Econometrica, Econometric Society, vol. 87(5), pages 1543-1560, September.
    5. Lorenzo Ductor & Marcel Fafchamps & Sanjeev Goyal & Marco J. van der Leij, 2014. "Social Networks and Research Output," The Review of Economics and Statistics, MIT Press, vol. 96(5), pages 936-948, December.
    6. Bryan S. Graham, 2020. "Sparse network asymptotics for logistic regression," Papers 2010.04703, arXiv.org.
    7. Patrick Kline & Raffaele Saggio & Mikkel Sølvsten, 2020. "Leave‐Out Estimation of Variance Components," Econometrica, Econometric Society, vol. 88(5), pages 1859-1898, September.
    8. Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2014. "Complementarity and aggregate implications of assortative matching: A nonparametric analysis," Quantitative Economics, Econometric Society, vol. 5, pages 29-66, March.
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    10. Manuel Arellano & Stéphane Bonhomme, 2012. "Identifying Distributional Characteristics in Random Coefficients Panel Data Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(3), pages 987-1020.
    11. Magnus, J.R. & Neudecker, H., 1980. "The elimination matrix : Some lemmas and applications," Other publications TiSEM 0e3315d3-846c-4bc5-928e-f, Tilburg University, School of Economics and Management.
    12. Bryan S. Graham, 2017. "An econometric model of network formation with degree heterogeneity," CeMMAP working papers 08/17, Institute for Fiscal Studies.
    13. C. Kirabo Jackson & Jonah E. Rockoff & Douglas O. Staiger, 2014. "Teacher Effects and Teacher-Related Policies," Annual Review of Economics, Annual Reviews, vol. 6(1), pages 801-825, August.
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    23. Tony Lancaster, 2002. "Orthogonal Parameters and Panel Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 69(3), pages 647-666.
    24. Whitney K. Newey & James M. Robins, 2017. "Cross-fitting and fast remainder rates for semiparametric estimation," CeMMAP working papers 41/17, Institute for Fiscal Studies.
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    30. Bryan S. Graham, 2020. "Sparse Network Asymptotics for Logistic Regression under Possible Misspecification," NBER Working Papers 27962, National Bureau of Economic Research, Inc.
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