Bias corrections for two-step fixed effects panel data estimators
From MaRDI portal
Publication:737959
DOI10.1016/j.jeconom.2011.03.002zbMath1441.62682OpenAlexW3124273855MaRDI QIDQ737959
Iván Fernández-Val, Francis Vella
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/34292
Related Items
Analytical bias correction for two-step fixed effects models with copula-distributed errors, A control function approach to estimate panel data binary response model, Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model, Individual and time effects in nonlinear panel models with large \(N\), \(T\), Maximum simulated likelihood estimation of the panel sample selection model, Modified Profile Likelihood for Fixed-Effects Panel Data Models
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