Split-panel Jackknife Estimation of Fixed-effect Models

From MaRDI portal
Publication:4610735

DOI10.1093/restud/rdv007zbMath1409.62170OpenAlexW2131437921MaRDI QIDQ4610735

Koen Jochmans, Geert Dhaene

Publication date: 23 January 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/9632b83c5f3ef00f1b43faf5349b87895f90dde0




Related Items (45)

Bias in instrumental-variable estimators of fixed-effect models for count dataSmoothed quantile regression for panel dataEstimation and identification of latent group structures in panel dataImproving finite sample approximation by central limit theorems for estimates from data envelopment analysisHalf-panel jackknife estimation for dynamic panel modelsIdentification and estimation in panel models with overspecified number of groupsA James-Stein-type adjustment to bias correction in fixed effects panel modelsAn incidental parameters free inference approach for panels with common shocksTime-specific average estimation of dynamic panel regressionsOn the unbiased asymptotic normality of quantile regression with fixed effectsCOMPETITION AND MULTILEVEL TECHNOLOGY ADOPTION: A DYNAMIC ANALYSIS OF ELECTRONIC MEDICAL RECORDS ADOPTION IN U.S. HOSPITALSLinear panel regressions with two-way unobserved heterogeneityUniform inference in linear panel data models with two-dimensional heterogeneityBinary response models for heterogeneous panel data with interactive fixed effectsSECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIESTechnical and allocative efficiency in a panel stochastic production frontier system modelAsymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effectsEstimation of panel group structure models with structural breaks in group memberships and coefficientsA Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel DataEstimation and inference by stochastic optimizationNetwork and panel quantile effects via distribution regressionThe persistence of wagesThe robustness of conditional logit for binary response panel data models with serial correlationMean group estimation in presence of weakly cross-correlated estimatorsEditorial: Celebrating 40 years of panel data analysis: past, present and futureSecond-order corrected likelihood for nonlinear panel models with fixed effectsIdentifying latent group structures in nonlinear panelsNonlinear factor models for network and panel dataOn the robustness of the pooled CCE estimatorIdentifying types in contest experimentsOn the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: some new formulations and generalizationsIntegrated likelihood based inference for nonlinear panel data models with unobserved effectsBias reduction in nonlinear and dynamic panels in the presence of cross-section dependencePanel data analysis with heterogeneous dynamicsIndividual and time effects in nonlinear panel models with large \(N\), \(T\)Determining individual or time effects in panel data modelsA Monte Carlo study of bias corrections for panel probit modelsVariable selection in panel models with breaksParametric Modeling of Quantile Regression Coefficient Functions With Longitudinal DataJackknife bias reduction for simulated maximum likelihood estimator of discrete choice modelsQuantiles via momentsDouble filter instrumental variable estimation of panel data models with weakly exogenous variablesMultistep forecast selection for panel dataDetermination of different types of fixed effects in three-dimensional panels*An augmented Anderson–Hsiao estimator for dynamic short-T panels




This page was built for publication: Split-panel Jackknife Estimation of Fixed-effect Models