Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence

DOI10.1016/J.JECONOM.2019.05.020zbMATH Open1456.62303OpenAlexW3124752240MaRDI QIDQ2280581FDOQ2280581

Authors: Cavit Pakel 

Publication date: 19 December 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/53051

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zbMATH Keywords

incidental parameter biasprofile likelihood methodfemale labour force participationintegrated likelihood methodnonlinear dynamic panels

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cited In (8)

• Bias reduction for dynamic nonlinear panel models with fixed effects
• Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
• Integrated likelihood based inference for nonlinear panel data models with unobserved effects
• Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence
• Dynamic panel estimation and homogeneity testing under cross section dependence
• Title not available (Why is that?)
• Title not available (Why is that?)
• SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES

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