A Monte Carlo study of bias corrections for panel probit models
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Publication:5222313
DOI10.1080/00949655.2014.994516OpenAlexW1480370830MaRDI QIDQ5222313FDOQ5222313
Authors: Blair Alexander, Robert V. Breunig 
Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://www.cbe.anu.edu.au/researchpapers/CEPR/DP662.pdf
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Cites Work
- 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
- The incidental parameter problem since 1948
- Jackknife and analytical bias reduction for nonlinear panel models.
- Consistent Estimates Based on Partially Consistent Observations
- Econometric analysis of cross section and panel data.
- Analysis of Covariance with Qualitative Data
- On the Pooling of Time Series and Cross Section Data
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
- NOTES ON BIAS IN ESTIMATION
- Split-panel jackknife estimation of fixed-effect models
- Robust Priors in Nonlinear Panel Data Models
- Saddlepoint approximation methods for testing of serial correlation in panel time series data
- Modified profile likelihood for fixed-effects panel data models
Cited In (6)
- Second-order corrected likelihood for nonlinear panel models with fixed effects
- Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Efficient bias correction for cross-section and panel data
- The robustness of conditional logit for binary response panel data models with serial correlation
- A Monte Carlo study of growth regressions
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