We propose a varying-coefficient panel-data model with unobservable multiple interactive fixed effects that are correlated with the regressors. We approximate each coefficient function using B-splines ...

We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the cross-sectional units in the form of a common factor. A ...

In this paper we study neural networks and their approximating power in panel data models. We provide asymptotic guarantees on deep feed-forward neural network estimation of the conditional mean, ...