Ayden Higgins

Postdoctoral Researcher, University of Oxford

I completed a PhD in Economics at the University of Surrey in 2021 and am presently working as a postdoctoral researcher at the University of Oxford. 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.
I am on the 2023/2024 job market.

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 Forthcoming
Paper

Working Papers

Bootstrap inference for fixed-effect models (with K. Jochmans)
Conditionally Accepted, Econometrica
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

Work in Progress

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