Ayden Higgins

Senior Lecturer, University of Exeter

I am a Senior Lecturer at the University of Exeter. My research mainly focuses on panel data econometrics, particularly factor models, spatial models and models of unobserved heterogeneity. I also work on bootstrap methods and their application to panel data. A catalogue of my research can be found below. Click here for a copy of my CV.

Publications

Shrinkage Estimation of Network Spillovers with Factor Structured Errors (with F. Martellosio)
Journal of Econometrics 223(1) 66-87
Paper, Supplement

Identification of Mixtures of Dynamic Discrete Choices (with K. Jochmans)
Journal of Econometrics 237(1) 105462
Paper

Bootstrap inference for fixed-effect models (with K. Jochmans)
Econometrica 92(2) 411-427
Paper, Supplement, Examples

Learning Markov Processes with Latent Variables from Longitudinal Data (with K. Jochmans)
Econometric Theory Forthcoming
Paper

Working Papers

Panel Data Models with Interactive Fixed Effects and Relatively Small T
Previously circulated as Fixed T Estimation of Linear Panel Data Models with Interactive Fixed Effects
R&R, Journal of Econometrics
Paper

Instrumental Variables for Dynamic Spatial Models with Interactive Effects
Paper

Inference in Dynamic Models for Panel Data using the Moving Block Bootstrap (with K. Jochmans)
Paper

Joint Approximate Asymmetric Diagonalization by Non-orthogonal Matrices (with K. Jochmans)
Paper

Work in Progress

Bootstrap for Panel Data Models with Interactive Effects

Short Panels with Interactive Fixed Effects and Weakly Exogenous Regressors

Invariant Estimators for Panel Models with Factor Structures

Bootstrap Inference for Dynamic Spatial Models with Fixed Effects