Jackknife Inference for Fixed Effects Models

This paper develops a general method of inference for fixed effects models which is (i) automatic, (ii) computationally inexpensive, and (iii) highly model agnostic. Specifically, we show how to combine a collection of subsample estimators into a self-normalised jackknife $t$-statistic, from which hypothesis tests, confidence intervals, and $p$-values are readily obtained.

• Publication year

  2026

• Venue

  Unknown venue

• Publication date

  2026-02-25

• Fields of study

  Mathematics, Economics

• Identifiers
  arXiv 2602.21903
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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