Econometrics strikes back: GMM and two-way fixed effects

Enrique Pinzon
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Enrique Pinzon: StataCorp

Northern European Stata Conference 2022 from Stata Users Group

Abstract: Two-way fixed effects is not a broken methodology. As Wooldridge (2021) shows, the estimator can be used to obtain heterogeneous treatment effects. I illustrate how to obtain these treatment effects using GMM. Additionally, I show how some other proposed estimators for heterogeneous treatment effects can be

Date: 2022-10-12
New Economics Papers: this item is included in nep-inv
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Persistent link: https://EconPapers.repec.org/RePEc:boc:neur22:08

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