A penalty function approach to bias reduction in nonlinear panel models with fixed effects
| Year of publication: |
2009
|
|---|---|
| Authors: | Bester, C. Alan ; Hansen, Christian |
| 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 |
-
Kufenko, Vadmin, (2017)
-
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras, (2020)
-
Do you know your biases? : a Monte Carlo analysis of dynamic panel data estimators
Kufenko, Vadim, (2021)
- More ...
-
Fixed-b asymptotics for spatially dependent robust nonparametric coveriance matrix estimators
Bester, C. Alan, (2016)
-
Grouped effects estimators in fixed effects models
Bester, C. Alan, (2016)
-
Identification of marginal effects in a nonparametric correlated random effects model
Bester, C. Alan, (2009)
- More ...