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Jackknife and analytical bias reduction for nonlinear panel models
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Cited by:
- Bo E Honoré & Áureo de Paula, 2021.
"Identification in simple binary outcome panel data models,"
The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 78-93.
- Bo E. Honoré & Áureo de Paula, 2021. "Identification in simple binary outcome panel data models," CeMMAP working papers CWP14/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Johannes S. Kunz & Kevin E. Staub & Rainer Winkelmann, 2021.
"Predicting individual effects in fixed effects panel probit models,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(3), pages 1109-1145, July.
- Johannes S. Kunz & Kevin E. Staub & Rainer Winkelmann, 2021. "Predicting Individual Effects in Fixed Effects Panel Probit Models," SoDa Laboratories Working Paper Series 2021-05, Monash University, SoDa Laboratories.
- Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
- Aizenman, J. & Jinjarak, Y. & Park, D. & Zheng, H., 2021.
"Good-bye original sin, hello risk on-off, financial fragility, and crises?,"
Journal of International Money and Finance, Elsevier, vol. 117(C).
- Joshua Aizenman & Yothin Jinjarak & Donghyun Park & Huanhuan Zheng, 2020. "Good-Bye Original Sin, Hello Risk On-Off, Financial Fragility, and Crises?," NBER Working Papers 27030, National Bureau of Economic Research, Inc.
- Joshua Aizenman & Yothin Jinjarak & Donghyun Park & Huanhuan Zheng, 2022. "Good-Bye Original Sin, Hello Risk On-Off, Financial Fragility, and Crises?," Papers 2206.09218, arXiv.org.
- Fernández-Val, Iván & Weidner, Martin, 2016.
"Individual and time effects in nonlinear panel models with large N, T,"
Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP60/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP32/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
- Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Fatima Olanike Kareem & Bernhard Brümmer & Inmaculada Martinez-Zarzoso, 2017. "European Union Market Access Conditions and Africa's Extensive Margin of Food Trade," The World Economy, Wiley Blackwell, vol. 40(10), pages 2277-2300, October.
- Yu, Jihai & de Jong, Robert & Lee, Lung-fei, 2008. "Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large," Journal of Econometrics, Elsevier, vol. 146(1), pages 118-134, September.
- repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang, 2018. "Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 816-836, September.
- repec:hal:wpspec:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- Bo E. Honoré & Daniel Kaufmann & Sarah Lein, 2012.
"Asymmetries in Price‐Setting Behavior: New Microeconometric Evidence from Switzerland,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(s2), pages 211-236, December.
- Bo E. Honor√ & Daniel Kaufmann & Sarah Lein, 2012. "Asymmetries in Price-Setting Behavior: New Microeconometric Evidence from Switzerland," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44, pages 211-236, December.
- Bo E. Honoré & Daniel Kaufmann & Sarah M. Lein, 2012. "Asymmetries in Price-Setting Behavior: New Microeconometric Evidence from Switzerland," Working Papers 2012-09, Swiss National Bank.
- Alexander Chudik & M. Hashem Pesaran & Jui-Chung Yang, 2016. "Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor," Globalization Institute Working Papers 281, Federal Reserve Bank of Dallas.
- Shew Fan Liu & Zhenlin Yang, 2015.
"Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model,"
Econometrics, MDPI, vol. 3(2), pages 1-36, May.
- Shew Fan Liu & Zhenlin Yang, 2014. "Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model," Working Papers 15-2014, Singapore Management University, School of Economics.
- Wang, Fa, 2017. "Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions," MPRA Paper 93484, University Library of Munich, Germany, revised 19 May 2019.
- Chernozhukov, Victor & Fernández-Val, Iván & Weidner, Martin, 2024.
"Network and panel quantile effects via distribution regression,"
Journal of Econometrics, Elsevier, vol. 240(2).
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018. "Network and panel quantile effects via distribution regression," CeMMAP working papers CWP21/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2020. "Network and Panel Quantile Effects Via Distribution Regression," CeMMAP working papers CWP27/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Martin Weidner, 2018. "Network and panel quantile effects via distribution regression," CeMMAP working papers CWP70/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Martin Weidner, 2018. "Network and Panel Quantile Effects Via Distribution Regression," Papers 1803.08154, arXiv.org, revised Jun 2020.
- Stéphane Bonhomme & Elena Manresa, 2015.
"Grouped Patterns of Heterogeneity in Panel Data,"
Econometrica, Econometric Society, vol. 83(3), pages 1147-1184, May.
- Stéphane Bonhomme & Elena Manresa, 2012. "Grouped Patterns of Heterogeneity in Panel Data," Working Papers wp2012_1208, CEMFI.
- Fernández-Val, Iván, 2009.
"Fixed effects estimation of structural parameters and marginal effects in panel probit models,"
Journal of Econometrics, Elsevier, vol. 150(1), pages 71-85, May.
- Ivan Fernandez-Val, 2007. "Fixed Effects Estimation of Structural Parameters and Marginal Effects in Panel Probit Models," Boston University - Department of Economics - Working Papers Series WP2007-009, Boston University - Department of Economics.
- Galvao, Antonio F. & Gu, Jiaying & Volgushev, Stanislav, 2020.
"On the unbiased asymptotic normality of quantile regression with fixed effects,"
Journal of Econometrics, Elsevier, vol. 218(1), pages 178-215.
- Antonio F. Galvao & Jiaying Gu & Stanislav Volgushev, 2018. "On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects," Papers 1807.11863, arXiv.org, revised Feb 2020.
- Bo E. Honor'e & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Papers 2005.05942, arXiv.org, revised Dec 2023.
- Cattaneo, Matias D. & Jansson, Michael & Newey, Whitney K., 2018.
"Alternative Asymptotics And The Partially Linear Model With Many Regressors,"
Econometric Theory, Cambridge University Press, vol. 34(2), pages 277-301, April.
- Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2012. "Alternative Asymptotics and the Partially Linear Model with Many Regressors," CREATES Research Papers 2012-02, Department of Economics and Business Economics, Aarhus University.
- Matias D. Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative Asymptotics and the Partially Linear Model with Many Regressors," Papers 1505.08120, arXiv.org.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers CWP36/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Matias Cattaneo & Michael Jansson & Whitney K. Newey, 2015. "Alternative asymptotics and the partially linear model with many regressors," CeMMAP working papers 36/15, Institute for Fiscal Studies.
- Monastyrenko, Evgenii, 2017. "Eco-efficiency outcomes of mergers and acquisitions in the European electricity industry," Energy Policy, Elsevier, vol. 107(C), pages 258-277.
- Paolo Frumento & Matteo Bottai & Iv'an Fern'andez-Val, 2020. "Parametric Modeling of Quantile Regression Coefficient Functions with Longitudinal Data," Papers 2006.00160, arXiv.org.
- Zhenlin Yang, 2014. "Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models," Working Papers 16-2014, Singapore Management University, School of Economics.
- Taisuke Otsu & Martin Pesendorfer & Yuya Sasaki & Yuya Takahashi, 2022.
"Estimation Of (Static Or Dynamic) Games Under Equilibrium Multiplicity,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(3), pages 1165-1188, August.
- Pesendorfer, Martin & Otsu, Taisuke & Sasaki, Yuya & Takahashi, Yuya, 2020. "Estimation of (static or dynamic) games under equilibrium multiplicity," CEPR Discussion Papers 14342, C.E.P.R. Discussion Papers.
- Taisuke Otsu & Martin Pesendorfer & Yuya Sasaki & Yuya Takahashi, 2020. "Estimation of (static or dynamic) games under equilibrium multiplicity," STICERD - Econometrics Paper Series 611, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Otsu, Taisuke & Pesendorfer, Martin & Sasaki, Yuya & Takahashi, Yuya, 2022. "Estimation of (static or dynamic) games under equilibrium multiplicity," LSE Research Online Documents on Economics 112785, London School of Economics and Political Science, LSE Library.
- Kunz, J.S.; & Staub, K.E.; & Winkelmann, R.;, 2018.
"Predicting fixed effects in panel probit models,"
Health, Econometrics and Data Group (HEDG) Working Papers
18/23, HEDG, c/o Department of Economics, University of York.
- Johannes S. Kunz & Kevin E. Staub & Rainer Winkelmann, 2019. "Predicting fixed effects in panel probit models," Monash Economics Working Papers 10-19, Monash University, Department of Economics.
- Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2022. "Discretizing Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 90(2), pages 625-643, March.
- Daniel Shapiro & Yao Tang & Miaojun Wang & Weiying Zhang, 2017. "Monetary incentives and innovation in Chinese SMEs," Asian Business & Management, Palgrave Macmillan, vol. 16(3), pages 130-157, July.
- Arturas Juodis & Simon Reese, 2018. "The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation," Papers 1810.03715, arXiv.org, revised Feb 2021.
- Lee, Yoon-Jin & Okui, Ryo & Shintani, Mototsugu, 2018.
"Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes,"
Journal of Econometrics, Elsevier, vol. 204(2), pages 147-158.
- Yoon-Jin Lee & Ryo Okui & Mototsugu Shintani, 2013. "Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes," KIER Working Papers 879, Kyoto University, Institute of Economic Research.
- Lee, Yoonseok & Mukherjee, Debasri & Ullah, Aman, 2019.
"Nonparametric estimation of the marginal effect in fixed-effect panel data models,"
Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 53-67.
- Aman Ullah & Yoonseok Lee & Debasri Mukherjee, 2018. "Nonparametric Estimation of the Marginal Effect in Fixed-Effect Panel Data Models," Working Papers 201901, University of California at Riverside, Department of Economics.
- Yang, Zhenlin & Yu, Jihai & Liu, Shew Fan, 2016. "Bias correction and refined inferences for fixed effects spatial panel data models," Regional Science and Urban Economics, Elsevier, vol. 61(C), pages 52-72.
- Jochmans, Koen & Weidner, Martin, 2024.
"Inference On A Distribution From Noisy Draws,"
Econometric Theory, Cambridge University Press, vol. 40(1), pages 60-97, February.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a Distribution from Noisy Draws," Papers 1803.04991, arXiv.org, revised Dec 2021.
- Koen Jochmans & Martin Weidner, 2021. "Inference on a distribution from noisy draws," CeMMAP working papers CWP42/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Koen Jochmans & Martin Weidner, 2019. "Inference on a distribution from noisy draws," CeMMAP working papers CWP44/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jochmans, Koen & Weidner, Martin, 2021. "Inference On A Distribution From Noisy Draws," TSE Working Papers 21-1275, Toulouse School of Economics (TSE).
- Koen Jochmans & Martin Weidner, 2022. "Inference on a distribution from noisy draws," Post-Print hal-04315813, HAL.
- Jochmans, K. & Weidner, M., 2019. "Inference on a distribution from noisy draws," Cambridge Working Papers in Economics 1946, Faculty of Economics, University of Cambridge.
- Koen Jochmans & Martin Weidner, 2018. "Inference on a distribution from noisy draws," CeMMAP working papers CWP14/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Dhaene, Geert & Jochmans, Koen, 2016.
"Likelihood Inference In An Autoregression With Fixed Effects,"
Econometric Theory, Cambridge University Press, vol. 32(5), pages 1178-1215, October.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," SciencePo Working papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," SciencePo Working papers Main hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," Post-Print hal-03391995, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Working Papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," SciencePo Working papers Main hal-03391995, HAL.
- Geert Dhaene & Koen Jochmans, 2015.
"Profile-score adjustments for incidental-parameter problems,"
Working Papers
hal-03460016, HAL.
- Dhaene, G. & Jochmans, K., 2019. "Profile-Score Adjustments for Incidental-Parameter Problems," Cambridge Working Papers in Economics 1959, Faculty of Economics, University of Cambridge.
- Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," SciencePo Working papers Main hal-03460016, HAL.
- Naguib, Costanza, 2022. "Analytical bias correction for two-step fixed effects models with copula-distributed errors," Economics Letters, Elsevier, vol. 215(C).
- Francesco Bartolucci & Claudia Pigini & Francesco Valentini, 2024.
"MCMC conditional maximum likelihood for the two-way fixed-effects logit,"
Econometric Reviews, Taylor & Francis Journals, vol. 43(6), pages 379-404, July.
- Bartolucci, Francesco & Pigini, Claudia & Valentini, Francesco, 2021. "MCMC Conditional Maximum Likelihood for the two-way fixed-effects logit," MPRA Paper 110034, University Library of Munich, Germany.
- Ching, Kenny & Forti, Enrico & Katsampes, Spyridon & Mammous, Kostantinos, 2024. "Style and quality: Aesthetic innovation strategy under weak appropriability," Research Policy, Elsevier, vol. 53(3).
- Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2021.
"Integrated likelihood based inference for nonlinear panel data models with unobserved effects,"
Journal of Econometrics, Elsevier, vol. 223(1), pages 73-95.
- Martin Schumann & Thomas A. Severini & Gautam Tripathi, 2017. "Integrated Likelihood Based Inference for Nonlinear Panel Data Models with Unobserved Effects," DEM Discussion Paper Series 17-01, Department of Economics at the University of Luxembourg.
- Martin Browning & Jesus M. Carro, 2010.
"Heterogeneity in dynamic discrete choice models,"
Econometrics Journal, Royal Economic Society, vol. 13(1), pages 1-39, February.
- Martin Browning & Jesus Carro, 2006. "Heterogeneity in dynamic discrete choice models," Economics Series Working Papers 287, University of Oxford, Department of Economics.
- Machado, José A.F. & Santos Silva, J.M.C., 2019. "Quantiles via moments," Journal of Econometrics, Elsevier, vol. 213(1), pages 145-173.
- Panutat Satchachai & Peter Schmidt, 2010. "Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation," Journal of Productivity Analysis, Springer, vol. 34(2), pages 83-97, October.
- Hoderlein, Stefan & White, Halbert, 2012.
"Nonparametric identification in nonseparable panel data models with generalized fixed effects,"
Journal of Econometrics, Elsevier, vol. 168(2), pages 300-314.
- Stefan Hoderlein & Halbert White, 2009. "Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects," Boston College Working Papers in Economics 746, Boston College Department of Economics.
- Stefan Hoderlein & Halbert White, 2009. "Nonparametric identification in nonseparable panel data models with generalized fixed effects," CeMMAP working papers CWP33/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Geert Dhaene & Koen Jochmans, 2015.
"Split-panel Jackknife Estimation of Fixed-effect Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
- repec:hal:spmain:info:hdl:2441/75dbbb2hc596np6q8flqf6i79k is not listed on IDEAS
- Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021.
"Nonlinear factor models for network and panel data,"
Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
- Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Oct 2019.
- Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2018. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP38/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2019. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP18/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Lee, Yoonseok & Sul, Donggyu, 2023. "Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
- repec:spo:wpmain:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
- Haruo Iwakura, 2014. "Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects," KIER Working Papers 886, Kyoto University, Institute of Economic Research.
- Costanza Naguib & Patrick Gagliardini, 2023. "A Semi-nonparametric Copula Model for Earnings Mobility," Diskussionsschriften dp2302, Universitaet Bern, Departement Volkswirtschaft.
- Thibaut Lamadon & Elena Manresa & Stephane Bonhomme, 2016.
"Discretizing Unobserved Heterogeneity,"
2016 Meeting Papers
1536, Society for Economic Dynamics.
- Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2017. "Discretizing unobserved heterogeneity," IFS Working Papers W17/03, Institute for Fiscal Studies.
- Bonhomme, Stéphane & Lamadon, Thibaut & Manresa, Elena, 2017. "Discretizing Unobserved Heterogeneity," Working Paper Series 2017:21, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- St'ephane Bonhomme Thibaut Lamadon Elena Manresa, 2021. "Discretizing Unobserved Heterogeneity," Papers 2102.02124, arXiv.org.
- Victor Chernozhukov & Iv·n Fern·ndez-Val & Alfred Galichon, 2010.
"Quantile and Probability Curves Without Crossing,"
Econometrica, Econometric Society, vol. 78(3), pages 1093-1125, May.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and probability curves without crossing," CeMMAP working papers CWP10/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," Post-Print hal-01052958, HAL.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile and Probability Curves Without Crossing," Papers 0704.3649, arXiv.org, revised Jul 2014.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile And Probability Curves Without Crossing," Boston University - Department of Economics - Working Papers Series WP2007-011, Boston University - Department of Economics.
- Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," SciencePo Working papers Main hal-01052958, HAL.
- Stéphane Bonhomme & Martin Weidner, 2018.
"Minimizing sensitivity to model misspecification,"
CeMMAP working papers
CWP59/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- St'ephane Bonhomme & Martin Weidner, 2018. "Minimizing Sensitivity to Model Misspecification," Papers 1807.02161, arXiv.org, revised Oct 2021.
- Jesus M. Carro & Alejandra Traferri, 2014.
"State Dependence And Heterogeneity In Health Using A Bias‐Corrected Fixed‐Effects Estimator,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(2), pages 181-207, March.
- Traferri, Alejandra, 2011. "State dependence and heterogeneity in health using a bias corrected fixed effects estimator," UC3M Working papers. Economics we1118, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Jesus M. Carro & Alejandra Traferri, 2011. "State Dependence and Heterogeneity in Health Using a Bias Corrected Fixed Effects Estimator," Documentos de Trabajo 402, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Réka Juhász & Claudia Steinwender, 2018. "Spinning the Web: The Impact of ICT on Trade in Intermediates and Technology Diffusion," NBER Working Papers 24590, National Bureau of Economic Research, Inc.
- Pierre Dubois & Rachel Griffith & Martin O'Connell, 2020.
"How Well Targeted Are Soda Taxes?,"
American Economic Review, American Economic Association, vol. 110(11), pages 3661-3704, November.
- Dubois, Pierre & Griffith, Rachel & O'Connell, Martin, 2017. "How well targeted are soda taxes?," TSE Working Papers 17-868, Toulouse School of Economics (TSE), revised Mar 2020.
- Pierre Dubois & Rachel Griffith & Martin O'Connell, 2020. "How well targeted are soda taxes?," Post-Print hal-03047174, HAL.
- Pierre Dubois & Rachel Griffith & Martin O'Connell, 2020. "How well targeted are soda taxes?," IFS Working Papers W20/8, Institute for Fiscal Studies.
- Dubois, Pierre & Griffith, Rachel & O'Connell, Martin, 2017. "How well targeted are soda taxes?," CEPR Discussion Papers 12484, C.E.P.R. Discussion Papers.
- Patrick Gagliardini & Elisa Ossola & Olivier Scaillet, 2016.
"Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets,"
Econometrica, Econometric Society, vol. 84, pages 985-1046, May.
- Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011. "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series 11-40, Swiss Finance Institute.
- Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011. "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series 11-41, Swiss Finance Institute.
- Ossola, Elisa & Gagilardini, Patrick & Scaillet, Olivier, 2015. "Time-varying risk premium in large cross-sectional equity datasets," Working Papers unige:76321, University of Geneva, Geneva School of Economics and Management.
- Qingyan Shang & Lung-fei Lee, 2011. "Two-Step Estimation of Endogenous and Exogenous Group Effects," Econometric Reviews, Taylor & Francis Journals, vol. 30(2), pages 173-207.
- Ayden Higgins & Koen Jochmans, 2022.
"Bootstrap inference for fixed-effect models,"
Papers
2201.11156, arXiv.org.
- Jochmans, Koen & Higgins, Ayden, 2022. "Bootstrap inference for fixed-effect models," TSE Working Papers 22-1328, Toulouse School of Economics (TSE), revised Dec 2023.
- Ayden Higgins & Koen Jochmans, 2024. "Bootstrap inference for fixed-effect models," Post-Print hal-04557288, HAL.
- Koen Jochmans, 2023. "Bootstrap inference for fixed-effect models," French Stata Users' Group Meetings 2023 21, Stata Users Group.
- Lamarche, Carlos & Parker, Thomas, 2023.
"Wild bootstrap inference for penalized quantile regression for longitudinal data,"
Journal of Econometrics, Elsevier, vol. 235(2), pages 1799-1826.
- Carlos Lamarche & Thomas Parker, 2020. "Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data," Papers 2004.05127, arXiv.org, revised May 2022.
- Carlos Lamarche & Thomas Parker, 2022. "Wild Bootstrap Inference For Penalized Quantile Regression For Longitudinal Data," Working Papers 22003 Classification-C15,, University of Waterloo, Department of Economics.
- David W. Hughes, 2021.
"Estimating Nonlinear Network Data Models with Fixed Effects,"
Boston College Working Papers in Economics
1058, Boston College Department of Economics.
- David W. Hughes, 2022. "Estimating Nonlinear Network Data Models with Fixed Effects," Papers 2203.15603, arXiv.org, revised Mar 2023.
- Hsiao, Cheng & Zhou, Qiankun, 2018.
"Jive For Panel Dynamic Simultaneous Equations Models,"
Econometric Theory, Cambridge University Press, vol. 34(6), pages 1325-1369, December.
- Cheng Hsiao & Qiankun Zhou, 2017. "JIVE for Panel Dynamic Simultaneous Equations Models," Departmental Working Papers 2017-10, Department of Economics, Louisiana State University.
- Fernández-Val, Iván & Savchenko, Yevgeniya & Vella, Francis, 2017. "Evaluating the role of income, state dependence and individual specific heterogeneity in the determination of subjective health assessments," Economics & Human Biology, Elsevier, vol. 25(C), pages 85-98.
- repec:hal:spmain:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
- Koen Jochmans, 2023.
"Modified-likelihood estimation of fixed-effect models for dyadic data,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 14(3), pages 417-433, December.
- Jochmans, K., 2019. "Modified-Likelihood Estimation of Fixed-Effect Models for Dyadic Data," Cambridge Working Papers in Economics 1958, Faculty of Economics, University of Cambridge.
- Jochmans, Koen, 2024. "Modified-likelihood estimation of fixed-effect models for dyadic data," TSE Working Papers 24-1502, Toulouse School of Economics (TSE).
- Koen Jochmans, 2017.
"Two-Way Models for Gravity,"
The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 478-485, July.
- Koen Jochmans, 2015. "Two-way models for gravity," Working Papers hal-01114776, HAL.
- Koen Jochmans, 2015. "Two-way models for gravity," SciencePo Working papers Main hal-01114776, HAL.
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