problem. We develop analytical and jackknife bias corrections for nonlinear models with both individual and time effects … introduce additional incidental parameter bias. As the existing bias corrections apply to models with only individual effects … use of large-T bias adjustments to an important class of models. We also analyze the properties of fixed effects …

a k-step parametric bootstrap bias corrected estimator. We prove that our estimator is asymptotically normal and is … centered at the true parameter if T grows faster than ∛n. In addition to bias correction, we construct a confidence interval …’s is smaller than those of the alternatives. We also propose bias correction for average marginal effects …