A likelihood-based approximate solution to the incidental parameter problem in dynamic nonlinear models with multiple effects
Manuel Arellano (CEMFI, Madrid, Spain) & Jinyong Hahn (UCLA, Los Angeles, CA, USA)
| Year of publication: |
September 2016
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|---|---|
| Authors: | Arellano, Manuel ; Hahn, Jinyong |
| Published in: |
Global economic review. - Abingdon, Oxfordshire : Routledge, ISSN 1226-508X, ZDB-ID 1398828-1. - Vol. 45.2016, 3, p. 251-274
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| Subject: | Nonlinear panel data | fixed effects | bias reduction | Nichtlineare Regression | Nonlinear regression | Panel | Panel study | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1226508X.2016.1211811 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011565997