A likelihood-based approximate solution to the incidental parameter problem in dynamic nonlinear models with multiple effects
Year of publication: |
September 2016
|
---|---|
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
|
Subject: | Nonlinear panel data | fixed effects | bias reduction | Panel | Panel study | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Systematischer Fehler | Bias |
-
Individual and time effects in nonlinear panel models with large N, T
Fernández-Val, Iván, (2013)
-
Individual and time effects in nonlinear panel models with large N, T
Fernández-Val, Iván, (2014)
-
Individual and time effects in nonlinear panel models with large N, T
Fernández-Val, Iván, (2015)
- More ...
-
UNDERSTANDING BIAS IN NONLINEAR PANEL MODELS: SOME RECENT DEVELOPMENTS
Arellano, Manuel, (2005)
-
Arellano, Manuel, (2006)
-
Understanding bias in nonlinear panel models : some recent developments
Arellano, Manuel, (2005)
- More ...