The role of score and information bias in panel data likelihoods

DOI10.1016/j.jeconom.2022.08.011OpenAlexW3157066575MaRDI QIDQ6108297

Thomas A. Severini, Gautam Tripathi, Martin Schumann

Publication date: 29 June 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.08.011

zbMATH Keywords

fixed effectsinformation biasscore biasHessian biaspanel data likelihood

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES

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