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Showing 1 to 2 of 2 for “"Interactive fixed effect model"”.
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An Empirical Application of Interactive Fixed Effect Model on Asset Pricing
… Thema. Die Entwicklung von Asset-Pricing-Modellen bezieht sich auf das CAPM-Modell, die Arbitrage-Pricing-Theorie und das Fama-French-Multi-Factor-Modell. 2012 haben Conner et al. entwickelte ein nichtlineares Faktormodell, das einen nichtlinearen Zusammenhang zwischen Risikofaktoren und …
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Causal inference with time-series cross-sectional data : with applications to positive political economy
… sciences. Researchers often rely on two-way fixed effect models to estimate causal quantities of interest with TSCS data. However, they face the challenge that such models are not applicable when the so called "parallel trends" assumption fails, that is, the average treated counterfactual and …