OxTalks will soon move to the new Halo platform and will become 'Oxford Events.' There will be a need for an OxTalks freeze. This was previously planned for Friday 14th November – a new date will be shared as soon as it is available (full details will be available on the Staff Gateway).
In the meantime, the OxTalks site will remain active and events will continue to be published.
If staff have any questions about the Oxford Events launch, please contact halo@digital.ox.ac.uk
This paper studies a linear and additively separable model for multidimensional panel data of three or more dimensions with unobserved interactive fixed effects. Two approaches are considered to account for these unobserved interactive fixed-effects when estimating coefficients on the observed covariates. First, the model is embedded within the standard two-dimensional panel framework and restrictions are derived under which the factor structure methods in Bai (2009) lead to consistent estimation of model parameters. The second approach considers group fixed-effects and kernel methods that are more robust to the multidimensional nature of the problem. Theoretical results and simulations show the benefit of standard two-dimensional panel methods when the structure of the interactive fixed-effect term is known, but also highlight how the group fixed-effects and kernel methods perform well without knowledge of this structure.
