• Corpus ID: 247292763

Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data

@inproceedings{Harding2022EstimationOA,
  title={Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data},
  author={Matthew Harding and Carlos Lamarche and Chris Muris},
  year={2022}
}
In many longitudinal settings, economic theory does not guide practitioners on the type of restrictions that must be imposed to solve the rotational indeterminacy of factor-augmented linear models. We study this problem and offer several novel results on identification using internally generated instruments. We propose a new class of estimators and establish large sample results using recent developments on clustered samples and high-dimensional models. We carry out simulation studies which… 

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