Analytical bias correction for two-step fixed effects models with copula-distributed errors

DOI10.1016/j.econlet.2022.110498OpenAlexW4224903261MaRDI QIDQ2158375

Costanza Naguib

Publication date: 26 July 2022

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2022.110498

zbMATH Keywords

analytical bias correctionrelative mobilitytwo-step fixed effects

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Bias corrections for two-step fixed effects panel data estimators
• Assessing the Equalizing Force of Mobility Using Short Panels: France, 1990-2000
• Two-Step Estimation and Inference with Possibly Many Included Covariates
• Microeconometrics

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