A James-Stein-type adjustment to bias correction in fixed effects panel models
From MaRDI portal
Publication:5095207
DOI10.1080/07474938.2021.1996994OpenAlexW3214356915MaRDI QIDQ5095207
Publication date: 5 August 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2021.1996994
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Efficient shrinkage in parametric models
- On preliminary test and shrinkage M-estimation in linear models
- Bootstrap, wild bootstrap, and asymptotic normality
- A third-order optimum property of the maximum likelihood estimator
- Unbiased estimation as a solution to testing for random walks
- Second-order corrected likelihood for nonlinear panel models with fixed effects
- Nonlinear factor models for network and panel data
- BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS
- BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
- Robust Priors in Nonlinear Panel Data Models
- Biases in Dynamic Models with Fixed Effects
- James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator
- Split-panel Jackknife Estimation of Fixed-effect Models
- Orthogonal Parameters and Panel Data
- Panel Data Econometrics
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Consistent Estimates Based on Partially Consistent Observations
- Modified Profile Likelihood for Fixed-Effects Panel Data Models
- Stein-like 2SLS estimator
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
This page was built for publication: A James-Stein-type adjustment to bias correction in fixed effects panel models
