order. Combining these equations with sample splitting yields higher-order bias-corrected estimators of target parameters …

We consider the bias of the 2SLS estimator in the linear instrumental vari-ables regression with one endogenous … regressor only. By using asymptotic expansion techniques we approximate 2SLS coefficient estimation bias under various scenarios … regarding the number and strength of instruments.The resulting approximation encompasses existing bias approximations, which are …

parameter 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 …, probit, ordered probit, Tobit and Poisson models. Our analysis therefore extends the use of large-T bias adjustments to an …

parameter 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 … large-T bias adjustments to an important class of models. We also analyze the properties of fixed effects estimators of …

well additional bias terms in the asymptotic expansion of the estimator. If R does not increase as fast as T, the leading … bias term dominates the leading variance term and the asymptotic distribution might not be centered at 0. This paper … suggests methods to eliminate the leading bias term from the asymptotic expansion. Furthermore, an adjustment to the asymptotic …

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 …