Search Results - subject:"Incidental Parameters Problem"

Did you mean: subject:"incidental parameter Problem" (44 results)

A regularization approach to common correlated effects estimation

Juodis, Artūras - In: Journal of applied econometrics 37 (2022) 4, pp. 788-810

Persistent link: https://www.econbiz.de/10013332722

On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model : some new formulations and generalizations

Kumbhakar, Subal; Tsionas, Efthymios G. - In: European journal of operational research : EJOR 287 (2020) 2, pp. 762-775

Persistent link: https://www.econbiz.de/10012293949

Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood

Wu, Billy; Yao, Qiwei; Zhu, Shiwu - London School of Economics (LSE) - 2013

We consider the incidental parameters problem in this paper, i.e. the estimation for a small number of parameters of …

Persistent link: https://www.econbiz.de/10011126404

Estimation of average marginal effects in multiplicative unobserved effects panel models

Martin, Robert S. - In: Economics letters 160 (2017), pp. 16-19

Persistent link: https://www.econbiz.de/10011903721

Estimation of average marginal effects in multiplicative unobserved effects panel models

Martin, Robert S. - 2017

Persistent link: https://www.econbiz.de/10011737250

Smoothed quantile regression for panel data

Galvao, Antonio Fialho <Jr.>; Kato, Kengo - In: Journal of econometrics 193 (2016) 1, pp. 92-112

Persistent link: https://www.econbiz.de/10011704770

k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models

Sun, Yixiao; Kim, Min Seong - Department of Economics, University of California-San … - 2009

inconsistency because of the incidental parameters problem first noted by Neyman and Scott (1948). Moreover, even if T grows but at …

Persistent link: https://www.econbiz.de/10010817506

Estimation and inference for linear panel data models under misspecification when both n and T are large

Galvao, Antonio Fialho <Jr.>; Kato, Kengo - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 2, pp. 285-309

Persistent link: https://www.econbiz.de/10010488560

Estimation in the presence of many nuisance parameters: Composite likelihood and plug-in likelihood

Wu, Billy; Yao, Qiwei; Zhu, Shiwu - In: Stochastic Processes and their Applications 123 (2013) 7, pp. 2877-2898

We consider the incidental parameters problem in this paper, i.e. the estimation for a small number of parameters of …

Persistent link: https://www.econbiz.de/10010666237

Fixed Effects Estimation in Panel Nonlinear Fractional Response Models

Li, Xiaoming - Department of Economics, University of Connecticut - 2011

parameters problem, that is, the asymptotic bias in the estimation of typical fixed effects panel models generally results in …Estimations of nonlinear panel models that include individual specific fixed effects are complicated by the incidental …

Persistent link: https://www.econbiz.de/10009643791

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