Dipartimento di Scienze Statistiche

PhD program in Statistics DSS Statistics Seminar November 13, 2023, 15:00     Specification tools for time fixed effects in country panels Paolo Paruolo Joint work with Giulia Canzian and Louis Ronchail European Commission, Joint Research Centre (JRC), Ispra (VA), Italy This paper proposes specification tools for time fixed-effects in country panels that complement summary and graphical representations of the data. They cover the standard two-way fixed-effect model, as well as other more general d-way fixed effect specifications with d ≥ 3. The tools are based on the observable characteristics of univariate time series of contrasts implied by a given specification; they use flagging rules based on graphical or statistical analysis. Evidence on which contrasts do not contain time fixed-effects can be harvested by algorithms; this paper discusses two examples of such algorithms. Implications for the specification of Differences in Differences estimation are discussed, and results are illustrated using a country panel of prices of mobile telecommunication services.   In allegato la locandina del seminario con l'abstract e i riferimenti per partecipare al seminario in presenza o online.