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Bayesian analysis of misspecified models with fixed effects
Woutersen, Tiemen - In: Maximum likelihood estimation of misspecified models : …, (pp. 235-249). 2003
Persistent link: https://www.econbiz.de/10001916346
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Minimal asymptotic distributions for estimators of panel data models
Woutersen, Tiemen (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001731370
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Fool me twice? : data breach reductions through stricter sanctions
Buckman, Joseph; Hashim, Matthew; Woutersen, Tiemen; … - 2019
Persistent link: https://www.econbiz.de/10012201225
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Jackknife estimation of a cluster-sample IV regression model with many weak instruments
Chao, John C.; Swanson, Norman R.; Woutersen, Tiemen - In: Journal of econometrics 235 (2023) 2, pp. 1747-1769
Persistent link: https://www.econbiz.de/10014471426
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BAYESIAN ANALYSIS OF MISSPECIFIED MODELS WITH FIXED EFFECTS
Woutersen, Tiemen - In: Maximum likelihood estimation of misspecified models : …, (pp. 235-249). 2003
One way to control for the heterogeneity in panel data is to allow for time-invariant, individual specific parameters. This fixed effect approach introduces many parameters into the model which causes the “incidental parameter problem”: the maximum likelihood estimator is in general...
Persistent link: https://www.econbiz.de/10015388938