BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
About this item
Full title
Author / Creator
Publisher
New York, USA: Cambridge University Press
Journal title
Language
English
Formats
Publication information
Publisher
New York, USA: Cambridge University Press
Subjects
More information
Scope and Contents
Contents
The fixed effects estimator of panel models can be severely biased because of well-known incidental parameter problems. It is shown that this bias can be reduced in nonlinear dynamic panel models. We consider asymptotics where n and T grow at the same rate as an approximation that facilitates comparison of bias properties. Under these asymptotics,...
Alternative Titles
Full title
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_miscellaneous_921289485
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_921289485
Other Identifiers
ISSN
0266-4666
E-ISSN
1469-4360
DOI
10.1017/S0266466611000028
