Estimating Interaction Effects With Panel Data
利用面板数据估计交互效应
ABSTRACT This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed ‐dimension. We advocate for a correlated interaction term effects (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the interaction term effect estimator that is most common in applied econometric work. Our paper discusses the empirical content of these…