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 …

The maximum likelihood estimator for the regression coefficients, β, in a panel binary response model with fixed …) bias in βˆ. 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 …

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 …

We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …

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 … where the cross sectional and time series dimensions of the panel pass to infinity at the same rate, the uncorrected …