The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …) bias in β^. We add to this literature in two important ways. First, we focus on estimation of the fixed effects proper, as … these have become increasingly important in applied work. Second, we build on a bias-reduction approach originally developed …

Exponential growth bias (EGB) is the pervasive tendency of people to perceive a growth process as linear when, in fact … positive cases in the future. The bias is positively correlated with optimistic expectations about the future macroeconomic … to Baseline, b) Feedback-N, Feedback-G, and Forecast significantly reduce bias relative to both Baseline and Step, c) the …

new method to correct for attrition bias. We rely on a 10-years longitudinal data set with a final attrition rate of 10 …

France, taking a long-term perspective. We exploit a long administrative panel dataset (1988-2013) and suggest methodological …-specific fixed effects and a jackknife correction for the potential incidental parameter bias. We find that the public wage gap is … the public sector. We show that this compression effect is partly concealed by the incidental parameter bias. Time changes …

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 compares various forecasts using panel data with spatial error correlation. The true data generating process … rather than homogeneous panel data models. -- Forecasting ; BLUP ; panel data ; spatial dependence ; heterogeneity …

20 estimators common in the panel data literature using the data on migration to Germany from 18 source countries in the … migration ; panel data ; forecasting …

happiness. However, whether it is accurate is an open question. Based on individual panel data, we explore whether home buyers …

on individual panel data for Germany, we find that they are overly optimistic when we compare their predicted life …