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Gravity models, PPML estimation and the bias of the robust standard errors

Pfaffermayr, Michael - In: Applied economics letters 26 (2019) 18, pp. 1467-1471

Persistent link: https://www.econbiz.de/10012204822

Bias and consistency in three-way gravity models

Weidner, Martin; Zylkin, Thomas - 2020

We study the incidental parameter problem in "three-way" Poisson Pseudo-Maximum Likelihood "PPML" gravity models recently recommended for identifying the effects of trade policies. Despite the number and variety of fixed effects this model entails, we confirm it is consistent for small T and we...

Persistent link: https://www.econbiz.de/10012152495

Spillover bias in cross-border minimum wage studies : evidence from a gravity model

Kuehn, Daniel - In: Journal of labor research 37 (2016) 4, pp. 441-459

Persistent link: https://www.econbiz.de/10011782322

Nonlinear factor models for network and panel data

Chen, Mingli; Fernández-Val, Iván; Weidner, Martin - 2019

suffer from incidental parameter bias. We show how models with factor structures can also be applied to capture important …

Persistent link: https://www.econbiz.de/10011997314

Nonlinear factor models for network and panel data

Chen, Mingli; Fernández-Val, Iván; Weidner, Martin - 2018

suffer of incidental parameter bias. We show how models with factor structures can also be applied to capture important …

Persistent link: https://www.econbiz.de/10011871311

Regional Integration and International Trade in the Context of EU Eastward Enlargement

Paas, Tiiu - 2003

Region (BSR) countries (the BSR bias), the border countries (the border bias) and the EU member and candidate countries (the … East-West bias). The East-West trade relations are still rather weakly developed and there is a statistically significant …

Persistent link: https://www.econbiz.de/10014031181