A penalty function approach to bias reduction in nonlinear panel models with fixed effects
Year of publication: |
2009
|
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Authors: | Bester, C. Alan ; Hansen, Christian Bailey |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 27.2009, 2, p. 131-148
|
Subject: | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Panel | Panel study | Monte-Carlo-Simulation | Monte Carlo simulation | Insiderhandel | Insider trading | USA | United States | 1980-2002 |
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