Jackknife Inference for Fixed Effects Models

Ayden Higgins

Papers from arXiv.org

Abstract: This paper develops a general method of inference for fixed effects models which is (i) automatic, (ii) computationally inexpensive, and (iii) highly model agnostic. Specifically, we show how to combine a collection of subsample estimators into a self-normalised jackknife $t$-statistic, from which hypothesis tests, confidence intervals, and $p$-values are readily obtained.

Date: 2026-02
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2602.21903

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