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Jackknife and Analytical Bias Reduction for Nonlinear Panel Models

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Cited by:

  1. 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.
  2. 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.
  3. Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2022. "Discretizing Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 90(2), pages 625-643, March.
  4. 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.
  5. David W. Hughes, 2021. "Estimating Nonlinear Network Data Models with Fixed Effects," Boston College Working Papers in Economics 1058, Boston College Department of Economics.
  6. Hsiao, Cheng & Zhou, Qiankun, 2018. "Jive For Panel Dynamic Simultaneous Equations Models," Econometric Theory, Cambridge University Press, vol. 34(6), pages 1325-1369, December.
  7. Haddou, Samira, 2024. "Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
  8. Yang, Zhenlin, 2015. "A general method for third-order bias and variance corrections on a nonlinear estimator," Journal of Econometrics, Elsevier, vol. 186(1), pages 178-200.
  9. 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.
  10. 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.
  11. Hahn, Jinyong & Kuersteiner, Guido & Cho, Myeong Hyeon, 2004. "Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large," Economics Letters, Elsevier, vol. 84(1), pages 117-125, July.
  12. repec:hal:spmain:info:hdl:2441/1mc4dip81d9t8r0t57fe1h8lap is not listed on IDEAS
  13. Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V., 2012. "Asymptotics for panel quantile regression models with individual effects," Journal of Econometrics, Elsevier, vol. 170(1), pages 76-91.
  14. Eric Fesselmeyer & Haoming Liu & Alberto Salvo, 2022. "Declining discount rates in Singapore's market for privately developed apartments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 330-350, March.
  15. Weidner, Martin & Zylkin, Thomas, 2021. "Bias and consistency in three-way gravity models," Journal of International Economics, Elsevier, vol. 132(C).
  16. Freyberger, Joachim, 2015. "Asymptotic theory for differentiated products demand models with many markets," Journal of Econometrics, Elsevier, vol. 185(1), pages 162-181.
  17. David S Jacks & Krishna Pendakur & Hitoshi Shigeoka, 2021. "Infant Mortality and the Repeal of Federal Prohibition," The Economic Journal, Royal Economic Society, vol. 131(639), pages 2955-2983.
  18. John C. Chao & Norman R. Swanson, 2005. "Consistent Estimation with a Large Number of Weak Instruments," Econometrica, Econometric Society, vol. 73(5), pages 1673-1692, September.
  19. Kristensen, Dennis & Salanié, Bernard, 2017. "Higher-order properties of approximate estimators," Journal of Econometrics, Elsevier, vol. 198(2), pages 189-208.
  20. Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023. "Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares," Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
  21. Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2023. "A Panel Clustering Approach To Analyzing Bubble Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(4), pages 1347-1395, November.
  22. Dzemski, Andreas, 2017. "An empirical model of dyadic link formation in a network with unobserved heterogeneity," Working Papers in Economics 698, University of Gothenburg, Department of Economics, revised Apr 2018.
  23. Kunz, Johannes S. & Staub, Kevin E. & Winkelmann, Rainer, 2017. "Estimating Fixed Effects: Perfect Prediction and Bias in Binary Response Panel Models, with an Application to the Hospital Readmissions Reduction Program," IZA Discussion Papers 11182, Institute of Labor Economics (IZA).
  24. Lee, Yoonseok & Phillips, Peter C.B., 2015. "Model selection in the presence of incidental parameters," Journal of Econometrics, Elsevier, vol. 188(2), pages 474-489.
  25. 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.
  26. Pigini, Claudia, 2021. "Penalized maximum likelihood estimation of logit-based early warning systems," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1156-1172.
  27. 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.
  28. Moon, Hyungsik Roger & Weidner, Martin, 2017. "Dynamic Linear Panel Regression Models With Interactive Fixed Effects," Econometric Theory, Cambridge University Press, vol. 33(1), pages 158-195, February.
  29. Bali Swain, Ranjula & Kambhampati, Uma S. & Karimu, Amin, 2020. "Regulation, governance and the role of the informal sector in influencing environmental quality?," Ecological Economics, Elsevier, vol. 173(C).
  30. Graham, Bryan S. & Hahn, Jinyong & Poirier, Alexandre & Powell, James L., 2018. "A quantile correlated random coefficients panel data model," Journal of Econometrics, Elsevier, vol. 206(2), pages 305-335.
  31. 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.
  32. 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.
  33. Hansen, Christian B., 2007. "Asymptotic properties of a robust variance matrix estimator for panel data when T is large," Journal of Econometrics, Elsevier, vol. 141(2), pages 597-620, December.
  34. L. Hospido, 2012. "Modelling heterogeneity and dynamics in the volatility of individual wages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 386-414, April.
  35. Sun, Yixiao & Kim, Min Seong, 2009. "k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models," University of California at San Diego, Economics Working Paper Series qt9gn6n5mr, Department of Economics, UC San Diego.
  36. Manuel Arellano & Stéphane Bonhomme, 2009. "Robust Priors in Nonlinear Panel Data Models," Econometrica, Econometric Society, vol. 77(2), pages 489-536, March.
  37. 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.
  38. Jinyong Hahn & Ruoyao Shi, 2021. "Breusch and Pagan’s (1980) Test Revisited," Working Papers 202110, University of California at Riverside, Department of Economics.
  39. Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2019. "Estimation of Large Dimensional Conditional Factor Models in Finance," Swiss Finance Institute Research Paper Series 19-46, Swiss Finance Institute.
  40. Chudik, Alexander & Pesaran, M. Hashem, 2015. "Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors," Journal of Econometrics, Elsevier, vol. 188(2), pages 393-420.
  41. 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.
  42. Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Sciences Po publications info:hdl:2441/323dml6suu9, Sciences Po.
  43. Hou, Yanxi & Leng, Xuan & Peng, Liang & Zhou, Yinggang, 2024. "Panel quantile regression for extreme risk," Journal of Econometrics, Elsevier, vol. 240(1).
  44. Martin M. Andreasen & Jens H. E. Christensen & Glenn D. Rudebusch, 2017. "Term Structure Analysis with Big Data," Working Paper Series 2017-21, Federal Reserve Bank of San Francisco.
  45. Julia Rechlitz & Luis Sarmiento & Aleksandar Zaklan, 2020. "Make Sure the Kids are OK: Indirect Effects of Ground-Level Ozone on Well-Being," Discussion Papers of DIW Berlin 1877, DIW Berlin, German Institute for Economic Research.
  46. 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.
  47. 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.
  48. Natalia Bailey & Zvi Hochman & Yufeng Mao & Mervyn J. Silvapulle & Param Silvapulle, 2020. "Statistical Modelling and Forecast Evaluation of the Impact of Extreme Temperatures on Wheat Crops in North Western Victoria," Monash Econometrics and Business Statistics Working Papers 18/20, Monash University, Department of Econometrics and Business Statistics.
  49. Moon, Hyungsik Roger & Shum, Matthew & Weidner, Martin, 2018. "Estimation of random coefficients logit demand models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 613-644.
  50. Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019. "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, vol. 212(1), pages 4-25.
  51. Lucchetti, Riccardo & Pigini, Claudia, 2017. "DPB: Dynamic Panel Binary Data Models in gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i08).
  52. Bryan S. Graham, 2017. "An Econometric Model of Network Formation With Degree Heterogeneity," Econometrica, Econometric Society, vol. 85, pages 1033-1063, July.
  53. Martin Browning & Jesus Carro, 2006. "Heterogeneity and Microeconometrics Modelling," CAM Working Papers 2006-03, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  54. 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.
  55. repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
  56. 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.
  57. 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.
  58. 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.
  59. 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.
  60. repec:spo:wpmain:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
  61. Carlos Fernández-Loría & Maxime C. Cohen & Anindya Ghose, 2023. "Evolution of Referrals over Customers’ Life Cycle: Evidence from a Ride-Sharing Platform," Information Systems Research, INFORMS, vol. 34(2), pages 698-720, June.
  62. repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
  63. Jochmans, Koen & Weidner, Martin, 2024. "Inference On A Distribution From Noisy Draws," Econometric Theory, Cambridge University Press, vol. 40(1), pages 60-97, February.
  64. Mingyang Li & Linlin Niu & Andrew Pua, 2020. "Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations," Working Papers 2020-12-30, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  65. Manuel Arellano & Stéphane Bonhomme, 2012. "Identifying Distributional Characteristics in Random Coefficients Panel Data Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(3), pages 987-1020.
  66. Ai, Chunrong & Gan, Li, 2010. "An alternative root-n consistent estimator for panel data binary choice models," Journal of Econometrics, Elsevier, vol. 157(1), pages 93-100, July.
  67. Hochguertel, Stefan & Ohlsson, Henry, 2011. "Wealth mobility and dynamics over entire individual working life cycles," Working Paper Series 1301, European Central Bank.
  68. Mehic, Adrian, 2020. "Half-panel jackknife estimation for dynamic panel models," Economics Letters, Elsevier, vol. 190(C).
  69. Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2023. "The role of score and information bias in panel data likelihoods," Journal of Econometrics, Elsevier, vol. 235(2), pages 1215-1238.
  70. Patrick Kline & Raffaele Saggio & Mikkel Sølvsten, 2020. "Leave‐Out Estimation of Variance Components," Econometrica, Econometric Society, vol. 88(5), pages 1859-1898, September.
  71. Francesco Bartolucci & Valentina Nigro & Claudia Pigini, 2018. "Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model," Econometric Reviews, Taylor & Francis Journals, vol. 37(1), pages 61-88, January.
  72. Carneiro, Anabela & Portugal, Pedro & Raposo, Pedro & Rodrigues, Paulo M.M., 2023. "The persistence of wages," Journal of Econometrics, Elsevier, vol. 233(2), pages 596-611.
  73. Panarello, Demetrio, 2021. "Economic insecurity, conservatism, and the crisis of environmentalism: 30 years of evidence," Socio-Economic Planning Sciences, Elsevier, vol. 73(C).
  74. Fernández-Val, Iván & Gao, Wayne Yuan & Liao, Yuan & Vella, Francis, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," IZA Discussion Papers 15236, Institute of Labor Economics (IZA).
  75. Koen Jochmans, 2017. "Two-Way Models for Gravity," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 478-485, July.
  76. Harding, Matthew & Lamarche, Carlos, 2019. "A panel quantile approach to attrition bias in Big Data: Evidence from a randomized experiment," Journal of Econometrics, Elsevier, vol. 211(1), pages 61-82.
  77. Atalay, Kadir & Bakhtiar, Fayzan & Cheung, Stephen & Slonim, Robert, 2014. "Savings and prize-linked savings accounts," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PA), pages 86-106.
  78. Jinyong Hahn & Jerry Hausman, 2021. "Problems with the Control Variable Approach in Achieving Unbiased Estimates in Nonlinear Models in the Presence of Many Instruments," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 39-58, December.
  79. Francesco Bartolucci & Valentina Nigro, 2010. "A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n-Consistent Conditional Estimator," Econometrica, Econometric Society, vol. 78(2), pages 719-733, March.
  80. Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010. "Indirect inference for dynamic panel models," Journal of Econometrics, Elsevier, vol. 157(1), pages 68-77, July.
  81. Galvao Jr., Antonio F., 2011. "Quantile regression for dynamic panel data with fixed effects," Journal of Econometrics, Elsevier, vol. 164(1), pages 142-157, September.
  82. Karyne B. Charbonneau, 2014. "Multiple Fixed Effects in Binary Response Panel Data Models," Staff Working Papers 14-17, Bank of Canada.
  83. Gagliardini, Patrick & Gourieroux, Christian, 2014. "Efficiency In Large Dynamic Panel Models With Common Factors," Econometric Theory, Cambridge University Press, vol. 30(5), pages 961-1020, October.
  84. Xue, Wenjun & Zhang, Liwen, 2019. "Revisiting the asymmetric effects of bank credit on the business cycle: A panel quantile regression approach," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
  85. Yong Bao & Aman Ullah, 2021. "Analytical Finite Sample Econometrics: From A. L. Nagar to Now," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 17-37, December.
  86. 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.
  87. Mario Cruz-Gonzalez & Iván Fernández-Val & Martin Weidner, 2017. "Bias corrections for probit and logit models with two-way fixed effects," Stata Journal, StataCorp LP, vol. 17(3), pages 517-545, September.
  88. Peter Egger & Kevin Staub, 2016. "GLM estimation of trade gravity models with fixed effects," Empirical Economics, Springer, vol. 50(1), pages 137-175, February.
  89. Kyoo Il Kim, 2016. "Higher Order Bias Correcting Moment Equation for M-Estimation and Its Higher Order Efficiency," Econometrics, MDPI, vol. 4(4), pages 1-19, December.
  90. Klein Teeselink, Bouke & Potter van Loon, Rogier J.D. & van den Assem, Martijn J. & van Dolder, Dennie, 2020. "Incentives, performance and choking in darts," Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 38-52.
  91. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
  92. Cristina Herghelegiu & Evgenii Monastyrenko, 2020. "Risk and Cost Sharing in Firm-to-Firm Trade," DEM Discussion Paper Series 20-24, Department of Economics at the University of Luxembourg.
  93. Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2021. "Sufficient statistics for unobserved heterogeneity in structural dynamic logit models," Journal of Econometrics, Elsevier, vol. 223(2), pages 280-311.
  94. Pigini, Claudia & Bartolucci, Francesco, 2022. "Conditional inference for binary panel data models with predetermined covariates," Econometrics and Statistics, Elsevier, vol. 23(C), pages 83-104.
  95. Bryan S. Graham, 2019. "Network Data," NBER Working Papers 26577, National Bureau of Economic Research, Inc.
  96. Grigory Franguridi & Bulat Gafarov & Kaspar Wüthrich, 2021. "Conditional Quantile Estimators: A Small Sample Theory," CESifo Working Paper Series 9046, CESifo.
  97. Fernández-Val, Iván & Savchenko, Yevgeniya & Vella, Francis, 2013. "Evaluating the Role of Individual Specific Heterogeneity in the Relationship Between Subjective Health Assessments and Income," IZA Discussion Papers 7651, Institute of Labor Economics (IZA).
  98. Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2024. "Bootstrap Inference for Panel Data Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 628-639, April.
  99. Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia, 2013. "Testing for state dependence in binary panel data with individual covariates," MPRA Paper 48233, University Library of Munich, Germany.
  100. 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.
  101. Kyoo il Kim, 2006. "Higher Order Bias Correcting Moment Equation for M-Estimation and its Higher Order Efficiency," Labor Economics Working Papers 22453, East Asian Bureau of Economic Research.
  102. Chernozhukov, Victor & Fernández-Val, Iván & Weidner, Martin, 2024. "Network and panel quantile effects via distribution regression," Journal of Econometrics, Elsevier, vol. 240(2).
  103. Gómez-Lobo, Andrés & Micco, Alejandro, 2023. "Urban commuting time and sick-leave medical license use: An empirical study of Santiago, Chile," Economics of Transportation, Elsevier, vol. 33(C).
  104. Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 17/15, Institute for Fiscal Studies.
  105. 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.
  106. 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.
  107. Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Working Papers hal-03460016, HAL.
  108. Martin Browning & Jesus M. Carro, 2010. "Heterogeneity in dynamic discrete choice models," Econometrics Journal, Royal Economic Society, vol. 13(1), pages 1-39, February.
  109. 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.
  110. 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.
  111. Thibaut Lamadon & Elena Manresa & Stephane Bonhomme, 2016. "Discretizing Unobserved Heterogeneity," 2016 Meeting Papers 1536, Society for Economic Dynamics.
  112. 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.
  113. 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.
  114. John M. Clapp & Stephen L. Ross & Tingyu Zhou, 2019. "Retail Agglomeration and Competition Externalities: Evidence from Openings and Closings of Multiline Department Stores in the U.S," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(1), pages 81-96, January.
  115. Arthur Lewbel, 2006. "Modeling Heterogeneity," Boston College Working Papers in Economics 650, Boston College Department of Economics.
  116. Galvao Jr, A. F. & Montes-Rojas, G., 2009. "Instrumental variables quantile regression for panel data with measurement errors," Working Papers 09/06, Department of Economics, City University London.
  117. Ming Li & Zhentao Shi & Yapeng Zheng, 2024. "Estimation and Inference in Dyadic Network Formation Models with Nontransferable Utilities," Papers 2410.23852, arXiv.org.
  118. Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney K. Newey, 2008. "Identification and estimation of marginal effects in nonlinear panel models," CeMMAP working papers CWP25/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  119. Claudia Pigini & Alessandro Pionati & Francesco Valentini, 2023. "Specification testing with grouped fixed effects," Papers 2310.01950, arXiv.org.
  120. Victor Chernozhukov & Hiroyuki Kasahara & Paul Schrimpf, 2021. "The Association of Opening K-12 Schools and Colleges with the Spread of Covid-19 in the United States: County-Level Panel Data Analysis," CESifo Working Paper Series 8929, CESifo.
  121. Wooldridge, Jeffrey M., 2019. "Correlated random effects models with unbalanced panels," Journal of Econometrics, Elsevier, vol. 211(1), pages 137-150.
  122. Jinyong Hahn & David W. Hughes & Guido Kuersteiner & Whitney K. Newey, 2024. "Efficient bias correction for cross‐section and panel data," Quantitative Economics, Econometric Society, vol. 15(3), pages 783-816, July.
  123. Mingli Chen & Kengo Kato & Chenlei Leng, 2021. "Analysis of networks via the sparse β‐model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(5), pages 887-910, November.
  124. Jochmans, Koen & Higgins, Ayden, 2022. "Bootstrap inference for fixed-effect models," TSE Working Papers 22-1328, Toulouse School of Economics (TSE), revised Dec 2023.
  125. 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.
  126. Francesco Bartolucci & Claudia Pigini & Francesco Valentini, 2023. "Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models," Empirical Economics, Springer, vol. 64(5), pages 2257-2290, May.
  127. Dennis Kristensen & Bernard Salanié, 2010. "Higher Order Improvements for Approximate Estimators," CAM Working Papers 2010-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  128. Ai, Chunrong & Meng, Meixia, 2012. "A root-N consistent estimator for some fixed-effects panel data sample selection models," Economics Letters, Elsevier, vol. 116(3), pages 411-413.
  129. Andreas Dzemski, 2019. "An Empirical Model of Dyadic Link Formation in a Network with Unobserved Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 763-776, December.
  130. Jin, Sainan, 2009. "Discrete choice modeling with nonstationary panels applied to exchange rate regime choice," Journal of Econometrics, Elsevier, vol. 150(2), pages 312-321, June.
  131. Jia Chen Author-Name-First: Jia & Yongcheol Shin & Chaowen Zheng, 2023. "Dynamic Quantile Panel Data Models with Interactive Effects," Economics Discussion Papers em-dp2023-06, Department of Economics, University of Reading.
  132. Chen, Mingli & Kato, Kengo & Leng, Chenlei, 2019. "Analysis of Networks via the Sparse β-Model," The Warwick Economics Research Paper Series (TWERPS) 1222, University of Warwick, Department of Economics.
  133. Arturas Juodis, 2015. "Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study," UvA-Econometrics Working Papers 15-02, Universiteit van Amsterdam, Dept. of Econometrics.
  134. repec:hal:spmain:info:hdl:2441/323dml6suu9mb9otmuenjljv9a is not listed on IDEAS
  135. Kathrine von Graevenitz & Elisa Rottner, 2024. "Climate Policies and Electricity Prices: To Abate or to Generate?," CRC TR 224 Discussion Paper Series crctr224_2024_504, University of Bonn and University of Mannheim, Germany.
  136. Miraj ul Haq & Nuzhat Shamim & Muhammad Luqman, 2020. "Foreign Aid, Political Institutions and Economic Freedom: Empirical Evidence from Selected Developing Countries," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 25(1), pages 153-178, Jan-June.
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