Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
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Cites work
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- scientific article; zbMATH DE number 5245028 (Why is no real title available?)
- t-Statistic Based Correlation and Heterogeneity Robust Inference
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A note on pseudolikelihood constructed from marginal densities
- Adjustments of the profile likelihood from a new perspective
- Asymptotic properties of a robust variance matrix estimator for panel data when T is large
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- Central limit theorems and uniform laws of large numbers for arrays of random fields
- Consistent Estimates Based on Partially Consistent Observations
- Estimating dynamic panel data discrete choice models with fixed effects
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- GMM estimation with cross sectional dependence
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- Integrated likelihood functions for non-Bayesian inference
- Jackknife and analytical bias reduction for nonlinear panel models.
- Likelihood methods in statistics
- Modified profile likelihoods in models with stratum nuisance parameters
- On a formula for the distribution of the maximum likelihood estimator
- Panel data models with interactive fixed effects
- Profile likelihood and conditionally parametric models
- Robust Priors in Nonlinear Panel Data Models
- Split-panel jackknife estimation of fixed-effect models
- The incidental parameter problem since 1948
- The moving blocks bootstrap for panel linear regression models with individual fixed effects
- The second-order bias and mean squared error of nonlinear estimators
Cited in
(8)- Bias reduction for dynamic nonlinear panel models with fixed effects
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- 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
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- SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES
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