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Estimating interaction effects with panel data

Chris Muris · Konstantin Wacker首次提交 2022-11-03 · 修订 2025-03-14 · v2arXiv预印本

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This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed $T$ -dimension. We advocate for a \emph{correlated interaction term estimator} (CITE) and show that it is consistent under conditions that are not sufficient for consistency of the interaction term estimator that is most common in applied econometric work. Our paper discusses the empirical content of these conditions, shows…This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed $T$-dimension. We advocate for a \emph{correlated interaction term estimator} (CITE) and show that it is consistent under conditions that are not sufficient for consistency of the interaction term estimator that is most common in applied econometric work. Our paper discusses the empirical content of these conditions, shows…

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关联记录被引 3 次 ↗OpenAlex · 核验 2026-09-30

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