This paper considers fixed effects estimation and inference in linear and non-linear panel data models with random …-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 …