Bias reduction for dynamic nonlinear panel models with fixed effects

DOI10.1017/S0266466611000028zbMATH Open1442.62739OpenAlexW2072134758MaRDI QIDQ3108565FDOQ3108565

Authors: Jinyong Hahn, Guido 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

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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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• Model selection in the presence of incidental parameters
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• Dynamic linear panel regression models with interactive fixed effects
• Mixing properties of the dynamic Tobit model with mixing errors
• Indirect inference for dynamic panel models
• Nonparametric estimation of dynamic panel models with fixed effects
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• Panel threshold regressions with latent group structures
• Editorial: Celebrating 40 years of panel data analysis: past, present and future
• Second-order corrected likelihood for nonlinear panel models with fixed effects
• Unbiased CCE estimator for interactive fixed effects panels
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• Estimation of random coefficients logit demand models with interactive fixed effects
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• Multistep prediction of panel vector autoregressive processes
• Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model
• Kernel estimation of hazard functions when observations have dependent and common covariates
• Smoothed quantile regression for panel data
• Panel data models with nonadditive unobserved heterogeneity: estimation and inference
• Split-panel jackknife estimation of fixed-effect models
• Quantile regression for panel data models with fixed effects under random censoring
• A Monte Carlo study of bias corrections for panel probit models
• Estimation of Censored Quantile Regression for Panel Data With Fixed Effects
• Integrated likelihood based inference for nonlinear panel data models with unobserved effects
• Discrete choice modeling with nonstationary panels applied to exchange rate regime choice
• Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
• Time-specific average estimation of dynamic panel regressions
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• Bias-corrected estimation of panel vector autoregressions
• Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
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• Retail Agglomeration and Competition Externalities: Evidence from Openings and Closings of Multiline Department Stores in the U.S.
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• The role of score and information bias in panel data likelihoods
• SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES
• Bootstrap inference for fixed-effect models
• Two-step estimation of quantile panel data models with interactive fixed effects
• Income risk inequality: Evidence from Spanish administrative records

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