Fixed-effects panel Model

Reference sources

Reference material used for orientation; read primary and academic sources first when claims conflict.

1. [S1] Reference

   Mundlak (1978) -- formal equivalence between the within estimator and LSDV; conditions under which fixed effects is preferred to random effects

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2. [S2] Reference

   Hausman (1978) -- specification test for fixed vs. random effects: tests whether the entity effects are correlated with the regressors

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3. [S3] Reference

   Arellano (1987) -- cluster-robust standard errors for panel fixed effects: corrects inference for serial correlation and heteroskedasticity within entities

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4. [S4] Reference

   Cameron, Gelbach, and Miller (2008) -- wild cluster bootstrap for small-N panels: finite-sample correction when entity-level clustering is unreliable

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5. [S5] Reference

   de Chaisemartin and d'Haultfoeuille (2020) -- heterogeneous treatment effects in two-way FE: the weighted-average interpretation and negative-weight problem

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