SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUA...
SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES
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Publisher
New York, USA: Cambridge University Press
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Language
English
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Publisher
New York, USA: Cambridge University Press
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Scope and Contents
Contents
In many nonlinear panel data models with fixed effects maximum likelihood estimators suffer from the incidental parameters problem, which often entails that point estimates are markedly biased. While the recent literature has mostly generated methods that yield a first-order bias reduction relative to maximum likelihood, we derive a first- and seco...
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Full title
SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES
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Author / Creator
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Record Identifier
TN_cdi_proquest_journals_2845419345
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2845419345
Other Identifiers
ISSN
0266-4666
E-ISSN
1469-4360
DOI
10.1017/S0266466622000160
