. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables … suffer from incidental parameter bias. We show how models with factor structures can also be applied to capture important … this applicability with an empirical example to the estimation of a gravity equation of international trade between …

. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables … suffer of incidental parameter bias. We show how models with factor structures can also be applied to capture important … this applicability with an empirical example to the estimation of a gravity equation of international trade between …

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 …

for selection bias and shrinkage estimation and is to be contrasted with deconvolution. Simulation results confirm the … bias in the empirical distribution arising from the presence of noise. The leading bias in the empirical quantile function …

-parametric and easy to implement. Our approach can be connected to corrections for selection bias and shrinkage estimation and is to … bias in the empirical distribution arising from the presence of noise. The leading bias in the empirical quantile function … mean and variance have been derived. Given a closed-form expression for the bias, bias-corrected estimator of the …

correcting the incidental parameter bias caused by the estimation of many fixed effects is our main focus, and the unifying theme …This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number …-panel Jackknife bias corrections, unbalanced panels, distribution and quantile effects, and other extensions. Understanding and …

bias arising from the presence of noise. Conditions are obtained under which this bias is asymptotically non … the density and quantile function. Our approach can be connected to corrections for selection bias and shrinkage … estimation. Simulation results confirm the much improved sampling behavior of the corrected estimators. An empirical application …

incidental parameter bias caused by the estimation of many fixed effects is our main focus, and the unifying theme is that the …This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of … section in Arellano & Bonhomme, 2011) we discuss models with both individual and time effects, split-panel Jackknife bias …