Search Results - subject:"Incidental parameter"

Nonlinear factor models for network and panel data

Chen, Mingli; Fernández-Val, Iván; Weidner, Martin - 2018

suffer of incidental parameter bias. We show how models with factor structures can also be applied to capture important …

Persistent link: https://www.econbiz.de/10011871311

Informal pay gaps in good and bad times : evidence from Russia

Bargain, Olivier; Etienne, Audrey; Melly, Blaise - In: Journal of comparative economics : the journal of the … 49 (2021) 3, pp. 693-714

Persistent link: https://www.econbiz.de/10013328273

Celebrating 40 years of panel data analysis : past, present and future

Sarafidis, Vasilis; Wansbeek, Tom - In: Journal of econometrics 220 (2021) 2, pp. 215-226

Persistent link: https://www.econbiz.de/10012618507

Second-order corrected likelihood for nonlinear panel models with fixed effects

Dhaene, Geert; Sun, Yutao - In: Journal of econometrics 220 (2021) 2, pp. 227-252

Persistent link: https://www.econbiz.de/10012618510

Nonlinear factor models for network and panel data

Chen, Mingli; Fernández-Val, Iván; Weidner, Martin - In: Journal of econometrics 220 (2021) 2, pp. 296-324

Persistent link: https://www.econbiz.de/10012618515

Binarization for panel models with fixed effects

Botosaru, Irene; Muris, Chris - 2017

In nonlinear panel models with fixed effects and fixed-T, the incidental parameter problem poses identification … parametric distributional assumptions. First, we provide a systematic solution to the incidental parameter problem in FELT via …

Persistent link: https://www.econbiz.de/10011941477

Fixed effect estimation of large T panel data models

Fernandez-Val, Ivan; Weidner, Martin - 2017

correcting the incidental parameter bias caused by the estimation of many fixed effects is our main focus, and the unifying theme …

Persistent link: https://www.econbiz.de/10011941499

Binarization for panel models with fixed effects

Botosaru, Irene; Muris, Chris - 2017

Persistent link: https://www.econbiz.de/10011662786

Fixed effect estimation of large T panel data models

Fernández-Val, Iván; Weidner, Martin - 2017

incidental parameter bias caused by the estimation of many ﬁxed eﬀects is our main focus, and the unifying theme is that the …

Persistent link: https://www.econbiz.de/10011758045

Second-order corrected likelihood for nonlinear models with fixed effects

Sun, Yutao - 2016

Persistent link: https://www.econbiz.de/10011707031

A service of the

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