due to the finite-sample bias of IV estimators. This paper introduces a new class of bias-corrected fixed effects … are derived from large-T expansions of the finite-sample bias, and reduce the order of this bias from O(T¡1) to O(T¡2) for … distribution of the bias-corrected estimators are centered at the true parameter values under asymptotic sequences where n = o(T3 …

develop bias corrections that give more accurate estimates in moderately long panels. These corrections, derived from large …-T expansions of the finite-sample bias of fixed effects GMM estimators, reduce the order of the bias from O(T¡1) to O(T¡2) and …

This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …/selection bias. We then estimate the primary equation by fixed effects including an appropriately constructed control function from … both steps might employ nonlinear fixed effects procedures it is necessary to bias adjust the estimates due to the …

this paper I find that the most important component of this incidental parameters bias for probit fixed effects estimators … of index coefficients is proportional to the true value of these coe±cients, using a large-T expansion of the bias. This … result allows me to derive a lower bound for this bias, and to show that fixed effects estimates of ratios of coefficients …