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  • Search: subject:"Incidental parameters problem"
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Year of publication
Subject
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incidental parameters problem 2 Bias Correction 1 Correlation 1 Estimation 1 Estimation theory 1 Fixed effects Estimator 1 Incidental Parameters Problem 1 Korrelation 1 Nonlinear Panel Data Models 1 Physical Sciences and Mathematics 1 Schätztheorie 1 Schätzung 1 Social and Behavioral Sciences 1 common correlated effects 1 composite likelihood 1 factor models 1 k-step Bootstrap 1 nuisance parameterlem 1 panel data 1 profile likelihood 1 quasi-likelihood 1 regularization 1 root-nn convergence 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Juodis, Artūras 1 Kim, Min Seong 1 Sun, Yixiao 1 Wu, Billy 1 Yao, Qiwei 1 Zhu, Shiwu 1
Institution
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Department of Economics, University of California-San Diego (UCSD) 1 London School of Economics (LSE) 1
Published in...
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Journal of applied econometrics 1 LSE Research Online Documents on Economics 1 University of California at San Diego, Economics Working Paper Series 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
Did you mean: subject:"incidental parameter problem" (32 results)
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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
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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
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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
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