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Individual and time effects in nonlinear panel models with large N, T

Fernández-Val, Iván; Weidner, Martin - In: Journal of econometrics 192 (2016) 1, pp. 291-312

Persistent link: https://www.econbiz.de/10011617154

Simultaneity in binary outcome models with an application to employment for couples

Honoré, Bo E.; Hu, Luojia; Kyriazidou, Ekaterini; … - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 3197-3233

Persistent link: https://www.econbiz.de/10014329029

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

Semiparametric analysis of network formation

Jochmans, Koen - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 705-713

Persistent link: https://www.econbiz.de/10012249236

Bias in instrumental-variable estimators of fixed-effect models for count data

Jochmans, Koen - In: Economics letters 212 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013442037

Modified-likelihood estimation of fixed-effect models for dyadic data

Jochmans, Koen - In: SERIEs : Journal of the Spanish Economic Association 14 (2023) 3/4, pp. 417-433

We consider point estimation and inference based on modifications of the profile likelihood in models for dyadic interactions between n agents featuring agent-specific parameters. The maximum-likelihood estimator of such models has bias and standard deviation of order n-1 and so is...

Persistent link: https://www.econbiz.de/10014462262

Modified-likelihood estimation of fixed-effect models for dyadic data

Jochmans, Koen - In: SERIEs - Journal of the Spanish Economic Association 14 (2023) 3/4, pp. 417-433

Persistent link: https://www.econbiz.de/10014496090

A note on sufficiency in binary panel models

Jochmans, Koen; Magnac, Thierry - In: The econometrics journal 20 (2017) 2, pp. 259-269

Persistent link: https://www.econbiz.de/10011757406

Bias-corrected estimation of panel vector autoregressions

Dhaene, Geert; Jochmans, Koen - In: Economics letters 145 (2016), pp. 98-103

Persistent link: https://www.econbiz.de/10011618237