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.
13 Novembre, 2023, ore 15:00
Paolo Paruolo
Joint work with Giulia Canzian and Louis Ronchail
European Commission, Joint Research Centre (JRC), Ispra (VA), Italy
In person: Room 34 (4th floor) building CU002 Scienze Statistiche
Webinar: Webinar: https://uniroma1.zoom.us/j/86881977368?pwd=SWRFcVFjMDZTa0lXZk05TE1zNm5adz09
Passcode: 432940