Efficient bias correction for cross-section and panel data
From MaRDI portal
Publication:6646158
DOI10.3982/qe2350MaRDI QIDQ6646158
Guido M. Kuersteiner, Jinyong Hahn, Whitney K. Newey, David W. Hughes
Publication date: 29 November 2024
Published in: Quantitative Economics (Search for Journal in Brave)
Cites Work
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- On differentiable functionals
- Handbook of econometrics. Volume 2
- On resampling methods for variance and bias estimation in linear models
- The second-order bias and mean squared error of nonlinear estimators
- Second order efficiency of the MLE with respect to any bounded bowl- shaped loss function
- Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
- A third-order optimum property of the maximum likelihood estimator
- Asymptotic theory of statistical inference for time series
- Differential geometry of curved exponential families. Curvatures and information loss
- Weak convergence and empirical processes. With applications to statistics
- Average and Quantile Effects in Nonseparable Panel Models
- BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
- NOTES ON BIAS IN ESTIMATION
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- A note on the jackknife, the bootstrap and the delta method estimators of bias and variance
- Semiparametric efficiency bounds
- Bootstrap variance and bias estimation in linear models
- Specification Tests in Econometrics
- The Asymptotic Variance of Semiparametric Estimators
- Split-panel Jackknife Estimation of Fixed-effect Models
- ASYMPTOTIC DEFICIENCY OF THE JACKKNIFE ESTIMATOR
- Two-Step Estimation and Inference with Possibly Many Included Covariates
- A Monte Carlo study of bias corrections for panel probit models
- Structural Equations, Treatment Effects, and Econometric Policy Evaluation1
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Consistent Estimates Based on Partially Consistent Observations
- Problems in Plane Sampling
- The bootstrap and Edgeworth expansion
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Efficient bias correction for cross-section and panel data