Modified Profile Likelihood for Fixed-Effects Panel Data Models
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Publication:5863655
DOI10.1080/07474938.2014.975642zbMath1491.62181OpenAlexW1993113677MaRDI QIDQ5863655
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Publication date: 3 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2014.975642
bias reductionautoregressive modelstruncated regressionincidental parameter problemdynamic probit modeldynamic logit model
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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Uses Software
Cites Work
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