Modified profile likelihood for fixed-effects panel data models
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Cites work
- scientific article; zbMATH DE number 735225 (Why is no real title available?)
- scientific article; zbMATH DE number 1943893 (Why is no real title available?)
- scientific article; zbMATH DE number 3998953 (Why is no real title available?)
- scientific article; zbMATH DE number 845709 (Why is no real title available?)
- A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator
- A time series illustration of approximate conditional likelihood
- Adjustments of the profile likelihood from a new perspective
- An approximation to the modified profile likelihood function
- An empirical adjustment to the likelihood ratio statistic
- Applied Asymptotics
- Bias corrections for two-step fixed effects panel data estimators
- Bias reduction for dynamic nonlinear panel models with fixed effects
- Conditionality resolutions
- Consistent Estimates Based on Partially Consistent Observations
- Effects of the reference set on frequentist inferences
- Estimating dynamic panel data discrete choice models with fixed effects
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Likelihood methods in statistics
- Modified estimating functions
- Modified profile likelihoods in models with stratum nuisance parameters
- On a formula for the distribution of the maximum likelihood estimator
- Orthogonal Parameters and Panel Data
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Practical Use of Modified Maximum Likelihoods for Stratified Data
- Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
- Robust modified profile estimating function with application to the generalized estimating equation
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
Cited in
(15)- Likelihood inference in an autoregression with fixed effects
- A James-Stein-type adjustment to bias correction in fixed effects panel models
- Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model
- Integrated likelihoods in parametric survival models for highly clustered censored data
- A Monte Carlo study of bias corrections for panel probit models
- Monte Carlo modified profile likelihood in models for clustered data
- Predicting individual effects in fixed effects panel probit models
- Technical and allocative efficiency in a panel stochastic production frontier system model
- Nuisance parameters, modified profile likelihood and Jacobian prior
- Parametric Bootstrap Inference for Stratified Models With High-Dimensional Nuisance Specifications
- Exponential class of dynamic binary choice panel data models with fixed effects
- The role of conditional likelihoods in latent variable modeling
- Accurate inference on a parameter of interest via parametric bootstrap in two-way crossed fixed effects models with sparse discrete data
- A note on transformed likelihood approach in linear dynamic panel models
- On estimation of two-dimensional dynamic panel model with confounders
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