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Bias correction of persistence measures in fractionally integrated models

Grose, Simone D.; Martin, Gael M.; Poskitt, Donald Stephen - 2014 - Revised 13, 29

Persistent link: https://www.econbiz.de/10011780804

Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks

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Bootstrap inference on a factor model based average treatment effects estimator

Wang, Luya; Racine, Jeffrey; Wang, Qiaoyu - 2024

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Standard error biases when using generated regressors in accounting research

Chen, Wei; Hribar, Paul; Melessa, Sam - In: Journal of accounting research 61 (2023) 2, pp. 531-569

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Panel data models with nonadditive unobserved heterogeneity : estimation and inference

Fernández-Val, Iván; Lee, Joonhwah - In: Quantitative economics : QE ; journal of the … 4 (2013) 3, pp. 453-481

Persistent link: https://www.econbiz.de/10010252381

Panel data models with nonadditive unobserved heterogeneity : estimation and inference

Fernández-Val, Iván; Lee, Joonhwah - In: Quantitative economics : QE ; journal of the … 4 (2013) 3, pp. 453-481

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 …

Persistent link: https://www.econbiz.de/10011757086