Fixed effects estimators in nonlinear panel models with fixed T usually suffer from inconsistency because of the … a k-step parametric bootstrap bias corrected estimator. We prove that our estimator is asymptotically normal and is … centered at the true parameter if T grows faster than ∛n. In addition to bias correction, we construct a confidence interval …

Bias correction can often improve the finite sample performance of estimators. We show that the choice of bias … estimate of the bias is asymptotically linear. It is also shown that bootstrap, jackknife, and analytical bias estimates are … estimators the straightforward bootstrap bias correction gives the same higher-order variance as more complicated analytical or …