Fixed effects estimators of nonlinear panel data models can be severely biased because of the incidental parameter problem. We develop analytical and jackknife bias corrections for nonlinear models with both individual and time effects. Under asymptotic sequences where the time-dimension (T)...

The traditional time series methodology requires at least a preliminary transformation of the data to get stationarity. On the other hand, robust Bayesian dynamic models (RBDMs) do not assume a regular pattern or stability of the underlying system but can include points of statement breaks. In...

The article presents the development of a software application that focuses on calculating partnership efficiency. Partnership efficiency is part of the theory of stocks. This software is developed by using Microsoft Excel and the programming language Visual Basic for Applications. The main goal...

The article presents the development of a software application that focuses on calculating partnership efficiency. Partnership efficiency is part of the theory of stocks. This software is developed by using Microsoft Excel and the programming language Visual Basic for Applications. The main goal...

Fixed effects estimators of nonlinear panel data models can be severely biased because of the incidental parameter problem. We develop analytical and jackknife bias corrections for nonlinear models with both individual and time effects. Under asymptotic sequences where the time-dimension (T)...