. Leading examples where this is the case are models for panel and network data that feature fixed effects. In this paper, we …

This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of … section in Arellano & Bonhomme, 2011) we discuss models with both individual and time effects, split-panel Jackknife bias … incidental parameter bias caused by the estimation of many fixed effects is our main focus, and the unifying theme is that the …

This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number … & Hahn, 2007; a section in Arellano & Bonhomme, 2011) we discuss models with both individual and time effects, split-panel … correcting the incidental parameter bias caused by the estimation of many fixed effects is our main focus, and the unifying theme …

. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables …Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models … parameters and average partial effects have normal distributions when the two dimensions of the panel grow large, but might …

-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …-parametric and easy to implement. Our approach can be connected to corrections for selection bias and shrinkage estimation and is to …

-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading … for selection bias and shrinkage estimation and is to be contrasted with deconvolution. Simulation results confirm the …