-individual estimators in short panels, we develop bias corrections. These corrections are based on higher-order asymptotic expansions of the … estimators have asymptotic biases of the same order as their asymptotic standard deviations. The bias corrections remove the bias …

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 …

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 …

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 …

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 …