Common correlated effects estimation of nonlinear panel data models

DOI10.1093/ECTJ/UTAE022MaRDI QIDQ6864711zbMATH OpenFDO

Authors Minyuan Zhang, Liang Chen

Publication date 3 February 2026

Published in The Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/ECTJ/UTAE022

zbMATH Keywords

bias correctionincidental parametersinteractive fixed effectsnonlinear modelspanel data

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(1)

• Five lessons for applied researchers from twenty years of common correlated effects estimation

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