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 …

The finite sample behaviour is analysed of particular least squares (LS) andmethod of moments (MM) estimators in panel … of bias of (generalized) MMestimators tends to increase with the number of moment conditions exploited. Forvarious … estimation procedures we examine the analytical effects of feedbacks andother model characteristics such as prominence of …

We propose a novel estimator for the dynamic panel model, which solves the failure of strict exogeneity by calculating … the bias in the first-order conditions as a function of the autoregressive parameter and solving the resulting equation … for including predetermined variables in fixed-effects panel regressions that appears to perform well. …