problem. We develop analytical and jackknife bias corrections for nonlinear models with both individual and time effects … introduce additional incidental parameter bias. As the existing bias corrections apply to models with only individual effects … use of large-T bias adjustments to an important class of models. We also analyze the properties of fixed effects …

parameter problem. We develop analytical and jackknife bias corrections for nonlinear models with both individual and time … effects introduce additional incidental parameter bias. As the existing bias corrections apply to models with only individual …, probit, ordered probit, Tobit and Poisson models. Our analysis therefore extends the use of large-T bias adjustments to an …

-panel Jackknife bias corrections, unbalanced panels, distribution and quantile effects, and other extensions. Understanding and … correcting the incidental parameter bias caused by the estimation of many fixed effects is our main focus, and the unifying theme … is that the order of this bias is given by the simple formula p=n for all models discussed, with p the number of …

section in Arellano & Bonhomme, 2011) we discuss models with both individual and time effects, split-panel Jackknife bias … incidental parameter bias caused by the estimation of many fixed effects is our main focus, and the unifying theme is that the … order of this bias is given by the simple formula p/n for all models discussed, with p the number of estimated parameters …