Bias reduction for dynamic nonlinear panel models with fixed effects
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Publication:3108565
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Cited in
(70)- Model selection in the presence of incidental parameters
- Jackknife and analytical bias reduction for nonlinear panel models.
- Likelihood inference in an autoregression with fixed effects
- 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
- A James-Stein-type adjustment to bias correction in fixed effects panel models
- Nonparametric estimation of dynamic panel models with fixed effects
- Panel threshold regressions with latent group structures
- Unbiased CCE estimator for interactive fixed effects panels
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- Modified profile likelihood for fixed-effects panel data models
- Estimation of random coefficients logit demand models with interactive fixed effects
- Unified inference for nonlinear factor models from panels with fixed and large time span
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- Testing homogeneity in panel data models with interactive fixed effects
- Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables
- 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
- Split-panel jackknife estimation of fixed-effect models
- Panel data models with nonadditive unobserved heterogeneity: estimation and inference
- Quantile regression for panel data models with fixed effects under random censoring
- Panel Stochastic Frontier Model With Endogenous Inputs and Correlated Random Components
- 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
- Bias correction for within-group estimation of panel data models with fixed effects and sample selection
- Bias corrections for two-step fixed effects panel data estimators
- Bias-corrected estimation of panel vector autoregressions
- Time-specific average estimation of dynamic panel regressions
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence
- Root-NConsistent Estimation of a Panel Data Binary Response Model With Unknown Correlated Random Effects
- Sufficient statistics for unobserved heterogeneity in structural dynamic logit models
- Bootstrap Inference for Panel Data Quantile Regression
- Sieve Estimation of Time-Varying Panel Data Models With Latent Structures
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
- Grouped effects estimators in fixed effects models
- Asymptotically efficient model selection for panel data forecasting
- Inference on trending panel data
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- Efficient minimum distance estimator for quantile regression fixed effects panel data
- Retail Agglomeration and Competition Externalities: Evidence from Openings and Closings of Multiline Department Stores in the U.S.
- Biases in dynamic models with fixed effects
- scientific article; zbMATH DE number 5071101 (Why is no real title available?)
- Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions
- scientific article; zbMATH DE number 5245028 (Why is no real title available?)
- Efficiency in large dynamic panel models with common factors
- Efficient bias correction for cross-section and panel data
- Specification test for panel data models with interactive fixed effects
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Bias in dynamic panel models under time series misspecification
- Bootstrap and \(k\)-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models
- On the unbiased asymptotic normality of quantile regression with fixed effects
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- Bootstrap inference for linear dynamic panel data models with individual fixed effects
- SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES
- Bootstrap inference for fixed-effect models
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
- Two-step estimation of quantile panel data models with interactive fixed effects
- Identifying latent group structures in nonlinear panels
- Income risk inequality: Evidence from Spanish administrative records
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
- Penalized quantile regression for dynamic panel data
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