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 resampling methods and particularly their application to panel data. A catalogue of my research can be found below. Click here for a copy of my CV.

Publications

Panel Data Models with Interactive Fixed Effects and (Relatively) Small T
Journal of Econometrics Forthcoming
Paper

Learning Markov Processes with Latent Variables from Longitudinal Data (with K. Jochmans)
Econometric Theory 42(3) 501-513 (2025)
Paper

Bootstrap inference for fixed-effect models (with K. Jochmans)
Econometrica 92(2) 411-427 (2024)
Paper, Supplement, Examples

Identification of Mixtures of Dynamic Discrete Choices (with K. Jochmans)
Journal of Econometrics 237(1) 105462 (2023)
Paper

Shrinkage Estimation of Network Spillovers with Factor Structured Errors (with F. Martellosio)
Journal of Econometrics 223(1) 66-87 (2023)
Paper, Supplement

Working Papers

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

Jackknife Inference for Fixed Effects Models
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