Fixed effects estimators in nonlinear panel models with fixed T usually suffer from inconsistency because of the incidental parameters problem first noted by Neyman and Scott (1948). Moreover, even though T grows at the same rate as n, they are asymptotically biased and therefore the associated...

In this paper, we introduce a method of generating bootstrap samples with unknown patterns of cross-sectional/spatial dependence, which we call the spatial dependent wild bootstrap. This method is a spatial counterpart to the wild dependent bootstrap of Shao (2010) and generates data by...