Split-panel jackknife estimation of fixed-effect models

We propose a jackknife for reducing the order of the bias of maximum likelihood estimates of nonlinear dynamic fixed-effect panel models.

Year of publication:	2010-01
Authors:	Dhaene, Geert ; Jochmans, Koen
Institutions:	Sciences économiques, Sciences Po

Extent:	application/pdf
Series:	Sciences Po publications.
Type of publication:	Book / Working Paper
Classification:	C14 - Semiparametric and Nonparametric Methods ; C13 - Estimation ; C22 - Time-Series Models ; C23 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010932901