a.higgins@exeter.ac.uk
    University of Exeter Business School
    Rennes Drive
    Exeter
    Devon
   
EX4 4PU
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.
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
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
Learning Markov Processes with Latent Variables from Longitudinal Data (with K. Jochmans)
R&R, Econometric Theory
Paper
Instrumental Variables for Dynamic Spatial Models with Interactive Effects
Paper
Joint Approximate Asymmetric Diagonalization by Non-orthogonal Matrices (with K. Jochmans)
Paper
Short Panels with Interactive Fixed Effects and Weakly Exogenous Regressors
Invariant Estimators for Panel Models with Factor Structures
Bootstrap Inference for Spatial Models with Fixed Effects