Add to ORKGThe purpose of this paper is to review recently developed bias-adjusted methods of es-timation of nonlinear panel data models with fixed effects. Standard estimators such as maximum likelihood estimators are usually inconsistent if the number of individuals n goes to infinity while the number of time periods T is held fixed. For some models, lik
(Preliminary. Do not quote without permission) In this paper, I consider the estimation of non-linea...
We propose jackknife estimators for nonlinear dynamic panel data models with fixed effects that redu...
Estimations of nonlinear panel models that include individual specific fixed effects are complicated...
The purpose of this paper is to review recently developed methods of estimation of nonlinear fixed e...
The fixed effects estimator of panel models can be severely biased because of well-known incidental ...
In many nonlinear panel data models with fixed effects maximum likelihood estimators suffer from the...
Many approaches to estimation of panel models are based on an average or integ-rated likelihood that...
Maximum-likelihood estimates of nonlinear panel data models with fixed effects are generally not con...
In this paper we consider estimation of nonlinear panel data models that include multiple individual...
Abstract. In this paper, we consider estimation of nonlinear panel data models that in-clude individ...
Fixed effects estimators of panel models can be severely biased because of the well-known incidental...
We propose a second-order correction for nonlinear fixed-effect panel models. The correction is made...
This study develops a new bias-corrected estimator for the fixed-effects dynamic panel data model an...
Fixed effects estimators in nonlinear panel models with fixed and short time series length T usually...
Many approaches to estimation of panel models are based on an average or integrated likelihood that ...
(Preliminary. Do not quote without permission) In this paper, I consider the estimation of non-linea...
We propose jackknife estimators for nonlinear dynamic panel data models with fixed effects that redu...
Estimations of nonlinear panel models that include individual specific fixed effects are complicated...
The purpose of this paper is to review recently developed methods of estimation of nonlinear fixed e...
The fixed effects estimator of panel models can be severely biased because of well-known incidental ...
In many nonlinear panel data models with fixed effects maximum likelihood estimators suffer from the...
Many approaches to estimation of panel models are based on an average or integ-rated likelihood that...
Maximum-likelihood estimates of nonlinear panel data models with fixed effects are generally not con...
In this paper we consider estimation of nonlinear panel data models that include multiple individual...
Abstract. In this paper, we consider estimation of nonlinear panel data models that in-clude individ...
Fixed effects estimators of panel models can be severely biased because of the well-known incidental...
We propose a second-order correction for nonlinear fixed-effect panel models. The correction is made...
This study develops a new bias-corrected estimator for the fixed-effects dynamic panel data model an...
Fixed effects estimators in nonlinear panel models with fixed and short time series length T usually...
Many approaches to estimation of panel models are based on an average or integrated likelihood that ...
(Preliminary. Do not quote without permission) In this paper, I consider the estimation of non-linea...
We propose jackknife estimators for nonlinear dynamic panel data models with fixed effects that redu...
Estimations of nonlinear panel models that include individual specific fixed effects are complicated...