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  • Search: subject:"incidental-parameter problem"
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Year of publication
Subject
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Panel 27 incidental parameter problem 27 Panel study 24 Schätztheorie 20 Estimation theory 18 panel data 13 Bias 11 Incidental parameter problem 11 Nichtlineare Regression 11 Systematischer Fehler 11 Estimation 10 Nonlinear regression 10 Schätzung 10 fixed effects 9 bias correction 8 Bootstrap-Verfahren 7 Gravitationsmodell 7 consistency in estimation 7 model selection 7 Bootstrap approach 6 Gravity model 6 Panel data 6 Theorie 6 jackknife 6 Fixed-Effects-Modell 5 dynamic panel data model with fixed effect 5 nonlinear models 5 unobserved heterogeneity 5 Factor analysis 4 Faktorenanalyse 4 Fixed effects model 4 GMM 4 Induktive Statistik 4 Method of moments 4 Momentenmethode 4 Statistical inference 4 Theory 4 distribution regression 4 factor models 4 gravity equation 4
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Online availability
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Free 33 Undetermined 10
Type of publication
All
Book / Working Paper 28 Article 17
Type of publication (narrower categories)
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Working Paper 23 Article in journal 14 Aufsatz in Zeitschrift 14 Arbeitspapier 13 Graue Literatur 13 Non-commercial literature 13 Article 2 Thesis 1
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Language
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English 42 Undetermined 3
Author
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Fernández-Val, Iván 18 Weidner, Martin 12 Chen, Mingli 5 Jochmans, Koen 5 Li, Guangjie 5 Dhaene, Geert 4 Gao, Wayne Yuan 4 Liao, Yuan 4 Vella, Francis 4 Carneiro, Anabela 3 Chernozhukov, Victor 3 Lee, Joonhwah 3 Portugal, Pedro 3 Raposo, Pedro 3 Rodrigues, Paulo M. M. 3 Sarafidis, Vasilis 3 Sun, Yutao 3 Higgins, Ayden 2 LI, Guangjie 2 Leon-Gonzalez, Roberto 2 Wansbeek, Tom 2 Andersen, Torben 1 Bartolucci, Francesco 1 Bellio, R. 1 De Fraja, G. 1 Fernandez-Val, Ivan 1 Fusari, Nicola 1 Graham, Bryan S. 1 Hahn, Jinyong 1 Juodis, Artūras 1 Kumbhakar, Subal 1 Kwon, Ohyun 1 Lai, Hung-pin 1 Larch, Mario 1 Powell, James L. 1 Salvan, A. 1 Sartori, N. 1 Todorov, Viktor 1 Varneskov, Rasmus Tangsgaard 1 Yoon, Jangsu 1
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Institution
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Economics Section, Cardiff Business School 2 Department of Economics, Sciences économiques 1 Sciences économiques, Sciences Po 1
Published in...
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Journal of econometrics 7 CEMMAP working papers / Centre for Microdata Methods and Practice 6 cemmap working paper 6 Cardiff Economics Working Papers 4 Discussion paper series 4 IZA Discussion Papers 2 Quantitative economics : QE ; journal of the Econometric Society 2 CESifo working papers 1 Econometric reviews 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Econometrics 1 Econometrics : open access journal 1 Economics Letters 1 European journal of operational research : EJOR 1 Quantitative Economics 1 Sciences Po Economics Discussion Papers 1 Sciences Po publications 1 The review of economic studies 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1 Working papers / TSE : WP 1
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Source
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ECONIS (ZBW) 27 EconStor 12 RePEc 5 BASE 1
Showing 1 - 10 of 45
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Instrumental-variable poisson PML with high-dimensional fixed effects
Kwon, Ohyun; Larch, Mario; Yoon, Jangsu; Yotov, Yoto - 2026
We implement an instrumental-variable Poisson pseudo-maximum likelihood estimator with high-dimensional fixed effects (IV-PPML-HDFE). To correct for incidental parameter bias, we use a split-panel jackknife (SPJ) routine with bootstrapped standard errors. Monte Carlo simulations across the three...
Persistent link: https://www.econbiz.de/10015638860
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Network and panel quantile effects via distribution regression
Chernozhukov, Victor; Fernández-Val, Iván; Weidner, Martin - In: Journal of econometrics 240 (2024) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10015075113
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Bootstrap inference for fixed-effect models
Higgins, Ayden; Jochmans, Koen - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 2, pp. 411-427
Persistent link: https://www.econbiz.de/10014534921
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Dynamic heterogeneous distribution regression panel models, with an application to labor income processes
Fernández-Val, Iván; Gao, Wayne Yuan; Liao, Yuan; … - 2022
methods, which are debiased to deal with the incidental parameter problem. We propose a cross-sectional bootstrap method for …
Persistent link: https://www.econbiz.de/10013253009
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Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
Fernández-Val, Iván; Gao, Wayne Yuan; Liao, Yuan; … - 2022
methods, which are debiased to deal with the incidental parameter problem. We propose a cross-sectional bootstrap method for …
Persistent link: https://www.econbiz.de/10013351775
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Bootstrap inference for fixed-effect models
Higgins, Ayden; Jochmans, Koen - 2022 - This version: April 5, 2022
Persistent link: https://www.econbiz.de/10013184462
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Dynamic heterogeneous distribution regression panel models, with an application to labor income processes
Fernández-Val, Iván; Gao, Wayne Yuan; Liao, Yuan; … - 2022
methods, which are debiased to deal with the incidental parameter problem. We propose a cross-sectional bootstrap method for …
Persistent link: https://www.econbiz.de/10013187158
Saved in:
Cover Image
Dynamic heterogeneous distribution regression panel models, with an application to labor income processes
Fernández-Val, Iván; Gao, Wayne Yuan; Liao, Yuan; … - 2022
methods, which are debiased to deal with the incidental parameter problem. We propose a cross-sectional bootstrap method for …
Persistent link: https://www.econbiz.de/10013173197
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The persistence of wages
Carneiro, Anabela; Portugal, Pedro; Raposo, Pedro; … - 2021
the importance of the incidental parameter problem, which induces a severe downward bias in the autoregressive parameter …
Persistent link: https://www.econbiz.de/10012651711
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The Persistence of Wages
Carneiro, Anabela; Portugal, Pedro; Raposo, Pedro; … - 2021
the importance of the incidental parameter problem, which induces a severe downward bias in the autoregressive parameter …
Persistent link: https://www.econbiz.de/10012882374
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