Seminar
Past
Estimation in linear models with clustered data
Anna Mikusheva
- Date24 March 2026
- Time 15h30 - 16h50
- Room Auditorium 4
Abstract
We study linear regression models with clustered data, high-dimensional controls, and a complicated structure of exclusion restrictions. We propose a correctly centered internal IV estimator that accommodates a variety of exclusion restrictions and permits within-cluster dependence. The estimator has a simple leave-out interpretation and remains computationally tractable. We derive a central limit theorem for its quadratic form and propose a robust variance estimator. We also develop inference methods that remain valid under weak identification. Our framework extends classical dynamic panel methods to more general clustered settings. An empirical application of a large-scale fiscal intervention in rural Kenya with spatial interference illustrates the approach.
Other seminars
To be announced
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Seminar
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Econometrics and Empirical Economics Seminar
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Date 18 May 2027
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Place Auditorium 4
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Speaker or organiser Andres Santos (University California - Los Angeles)
Details
To be announced
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Seminar
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Econometrics and Empirical Economics Seminar
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Date 11 May 2027
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Place Auditorium 4
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Speaker or organiser Oscar Volpe (Harvard University)
Details
To be announced
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Seminar
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Econometrics and Empirical Economics Seminar
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Date 27 April 2027
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Place Auditorium 4
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Speaker or organiser Andreas Fagereng (BI Norwegian Business School)
Details