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Modified Profile Likelihood for Fixed-Effects Panel Data Models - MaRDI portal

Modified Profile Likelihood for Fixed-Effects Panel Data Models (Q5863655)

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scientific article; zbMATH DE number 7536156
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English
Modified Profile Likelihood for Fixed-Effects Panel Data Models
scientific article; zbMATH DE number 7536156

    Statements

    title
    Modified Profile Likelihood for Fixed-Effects Panel Data Models (English)
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    publication date
    3 June 2022
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    zbMATH Keywords
    autoregressive models
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    bias reduction
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    dynamic logit model
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    dynamic probit model
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    incidental parameter problem
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    truncated regression
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    describes a project that uses
    R
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    cquad
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    cites work
    Q4326424
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    Applied Asymptotics
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    Q4725475
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    Q4864288
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    Q4409932
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    Q2760425
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62F10
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    62F12
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    62M10
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    zbMATH DE Number
    7536156
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    OpenAlex ID
    W1993113677
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