BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS

DOI10.1017/S0266466611000028zbMath1442.62739OpenAlexW2072134758MaRDI QIDQ3108565

Jinyong Hahn, Guido M. Kuersteiner

Publication date: 4 January 2012

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466611000028

Mathematics Subject Classification ID

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

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