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Understanding bias in nonlinear panel models : some recent developments

Arellano, Manuel (contributor); Hahn, Jinyong (contributor) - 2005

Persistent link: https://www.econbiz.de/10003491828

A likelihood-based approximate solution to the incidental parameter problem in dynamic nonlinear models with multiple effects

Arellano, Manuel; Hahn, Jinyong - In: Global economic review 45 (2016) 3, pp. 251-274

Persistent link: https://www.econbiz.de/10011565997

Robust priors in nonlinear panel data models

Arellano, Manuel; Bonhomme, Stéphane - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 2, pp. 489-536

Persistent link: https://www.econbiz.de/10003841264

Robust priors in nonlinear panel data models

Arellano, Manuel (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003434189

Robust priors in nonlinear panel data models

Arellano, Manuel (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003525314

Bias corrected instrumental variables estimation for dynamic panel models with fixed effects

Hahn, Jinyong (contributor); Hausman, Jerry A. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001603054

Bias reduction for dynamic nonlinear panel models with fixed effects

Hahn, Jinyong; Kuersteiner, Guido M. - In: Econometric theory 27 (2011) 6, pp. 1152-1191

Persistent link: https://www.econbiz.de/10009489716

Long difference instrumental variables estimation for dynamic panel models with fixed effects

Hahn, Jinyong; Hausman, Jerry A.; Kuersteiner, Guido M. - In: Journal of econometrics 140 (2007) 2, pp. 574-617

Persistent link: https://www.econbiz.de/10003569911

Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models

Hahn, Jinyong; Liu, Xueyuan - In: Economics letters 219 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013470559

Efficient bias correction for cross-section and panel data

Hahn, Jinyong; Hughes, David W.; Kuersteiner, Guido M.; … - In: Quantitative economics : QE ; journal of the … 15 (2024) 3, pp. 783-816

Bias correction can often improve the finite sample performance of estimators. We show that the choice of bias correction method has no effect on the higherorder variance of semiparametrically efficient parametric estimators, so long as the estimate of the bias is asymptotically linear. It is...

Persistent link: https://www.econbiz.de/10015053878