Bias in instrumental-variable estimators of fixed-effect models for count data
From MaRDI portal
Publication:2126209
DOI10.1016/J.ECONLET.2022.110318zbMATH Open1490.62075OpenAlexW4210383296MaRDI QIDQ2126209FDOQ2126209
Authors: Koen Jochmans 
Publication date: 14 April 2022
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/44100/1/wp_tse_1276.pdf
Recommendations
- Bias in Small-Sample Inference With Count-Data Models
- Inference for biased models: a quasi-instrumental variable approach
- Partial identification in nonseparable count data instrumental variable models
- scientific article; zbMATH DE number 762922
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
- Biases in dynamic models with fixed effects
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)
Cites Work
- Pseudo Maximum Likelihood Methods: Theory
- Asymptotic efficiency in estimation with conditional moment restrictions
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
- Split-panel Jackknife Estimation of Fixed-effect Models
- Pseudo Maximum Likelihood Methods: Applications to Poisson Models
- The second-order bias and mean squared error of estimators in time-series models
- Distribution-free estimation of some nonlinear panel data models
- Moment conditions for fixed effects count data models with endogenous regressors.
Cited In (3)
This page was built for publication: Bias in instrumental-variable estimators of fixed-effect models for count data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2126209)
