A Monte Carlo study of bias corrections for panel probit models

DOI10.1080/00949655.2014.994516OpenAlexW1480370830MaRDI QIDQ5222313

Blair Alexander, Robert V. Breunig

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://www.cbe.anu.edu.au/researchpapers/CEPR/DP662.pdf

zbMATH Keywords

bias correctionmarginal effectspanel probit

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

The robustness of conditional logit for binary response panel data models with serial correlation

Cites Work

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• Split-panel Jackknife Estimation of Fixed-effect Models
• Saddlepoint approximation methods for testing of serial correlation in panel time series data
• Consistent Estimates Based on Partially Consistent Observations
• Modified Profile Likelihood for Fixed-Effects Panel Data Models

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