A James-Stein-type adjustment to bias correction in fixed effects panel models
From MaRDI portal
(Redirected from Publication:5095207)
Cites work
- A third-order optimum property of the maximum likelihood estimator
- Bias reduction for dynamic nonlinear panel models with fixed effects
- Biases in Dynamic Models with Fixed Effects
- Bootstrap and k-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models
- Bootstrap, wild bootstrap, and asymptotic normality
- Consistent Estimates Based on Partially Consistent Observations
- Efficient shrinkage in parametric models
- Estimation with quadratic loss.
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- scientific article; zbMATH DE number 3122730 (Why is no real title available?)
- scientific article; zbMATH DE number 3998953 (Why is no real title available?)
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
- Jackknife and analytical bias reduction for nonlinear panel models.
- James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
- Modified profile likelihood for fixed-effects panel data models
- Nonlinear factor models for network and panel data
- On preliminary test and shrinkage M-estimation in linear models
- Orthogonal Parameters and Panel Data
- Panel Data Econometrics
- Robust Priors in Nonlinear Panel Data Models
- Second-order corrected likelihood for nonlinear panel models with fixed effects
- Split-panel jackknife estimation of fixed-effect models
- Stein-like 2SLS estimator
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Unbiased estimation as a solution to testing for random walks
This page was built for publication: A James-Stein-type adjustment to bias correction in fixed effects panel models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5095207)