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Robust Priors in Nonlinear Panel Data Models
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Cited by:
- 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.
- repec:hal:spmain:info:hdl:2441/dambferfb7dfprc9m052g20qh is not listed on IDEAS
- Geert Dhaene & Koen Jochmans, 2011.
"Profile-score Adjustements for Nonlinearfixed-effect Models,"
Working Papers
hal-01073733, HAL.
- Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," SciencePo Working papers Main hal-01073733, HAL.
- repec:hal:spmain:info:hdl:2441/1mc4dip81d9t8r0t57fe1h8lap is not listed on IDEAS
- Weidner, Martin & Zylkin, Thomas, 2021.
"Bias and consistency in three-way gravity models,"
Journal of International Economics, Elsevier, vol. 132(C).
- Martin Weidner & Thomas Zylkin, 2019. "Bias and Consistency in Three-way Gravity Models," Papers 1909.01327, arXiv.org, revised Jun 2021.
- Martin Weidner & Thomas Zylkin, 2021. "Bias and consistency in three-way gravity models," CeMMAP working papers CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Martin Weidner & Thomas Zylkin, 2020. "Bias and Consistency in Three-way Gravity Models," CeMMAP working papers CWP1/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
- Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares," Papers 2008.05507, arXiv.org, revised Apr 2021.
- Shang-Jin Wei & Ziru Wei & Jianhuan Xu, 2017. "Sizing up Market Failures in Export Pioneering Activities," NBER Working Papers 23893, National Bureau of Economic Research, Inc.
- 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.
- Yoonseok Lee & Peter C.B. Phillips, 2013. "Model Selection in the Presence of Incidental Parameters," Cowles Foundation Discussion Papers 1919, Cowles Foundation for Research in Economics, Yale University.
- Yoonseok Lee & Peter C.B. Phillips, 2013. "Model Selection in the Presence of Incidental Parameters," Center for Policy Research Working Papers 159, Center for Policy Research, Maxwell School, Syracuse University.
- 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 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, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main 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.
- 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.
- Laura Hospido, 2007. "Modelling heterogeneity and dynamics in the volatility of individual wages," Working Papers 0738, Banco de España.
- Hospido, Laura, 2010. "Modelling Heterogeneity and Dynamics in the Volatility of Individual Wages," IZA Discussion Papers 4712, Institute of Labor Economics (IZA).
- Laura Hospido, 2007. "Modelling Heterogeneity and Dynamics in the Volatility of Individual Wages," Working Papers wp2007_0717, CEMFI.
- Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2016.
"Identification of panel data models with endogenous censoring,"
Journal of Econometrics, Elsevier, vol. 194(1), pages 57-75.
- Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2011. "Identification of Panel Data Models with Endogenous Censoring," Working Papers 11-07, Duke University, Department of Economics.
- Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011. "Identification of Panel Data Models with Endogenous Censoring," MPRA Paper 30373, University Library of Munich, Germany.
- Stephane Bonhomme & Angela Denis, 2024. "Estimating Heterogeneous Effects: Applications to Labor Economics," Papers 2404.01495, arXiv.org.
- Shakeeb Khan & Fu Ouyang & Elie Tamer, 2020. "Inference on Semiparametric Multinomial Response Models," Discussion Papers Series 627, School of Economics, University of Queensland, Australia.
- Tata Subba Rao & Granville Tunnicliffe Wilson & Wei Gao & Wicher Bergsma & Qiwei Yao, 2017.
"Estimation for Dynamic and Static Panel Probit Models with Large Individual Effects,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 38(2), pages 266-284, March.
- Gao, Wei & Bergsma, Wicher & Yao, Qiwei, 2017. "Estimation for dynamic and static panel probit models with large individual effects," LSE Research Online Documents on Economics 65165, London School of Economics and Political Science, LSE Library.
- Geert Dhaene & Koen Jochmans, 2015.
"Profile-score adjustments for incidental-parameter problems,"
Sciences Po publications
info:hdl:2441/323dml6suu9, Sciences Po.
- 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 hal-03460016, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Working Papers hal-03460016, HAL.
- Hou, Yanxi & Leng, Xuan & Peng, Liang & Zhou, Yinggang, 2024. "Panel quantile regression for extreme risk," Journal of Econometrics, Elsevier, vol. 240(1).
- Williams, Benjamin, 2020. "Nonparametric identification of discrete choice models with lagged dependent variables," Journal of Econometrics, Elsevier, vol. 215(1), pages 286-304.
- 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, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," SciencePo Working papers hal-03391995, 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," Sciences Po publications info:hdl:2441/1mc4dip81d9, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Sciences Po Economics Discussion Papers 2013-07, Sciences Po Departement of Economics.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Sciences Po publications 2013-07, Sciences Po.
- 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.
- Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018. "Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span," CREATES Research Papers 2018-03, Department of Economics and Business Economics, Aarhus University.
- Alvarez, Javier & Arellano, Manuel, 2022.
"Robust likelihood estimation of dynamic panel data models,"
Journal of Econometrics, Elsevier, vol. 226(1), pages 21-61.
- Javier Álvarez & Manuel Arellano, 2004. "Robust Likelihood Estimation of Dynamic Panel Data Models," Working Papers wp2004_0421, CEMFI.
- repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- repec:spo:wpmain:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
- repec:spo:wpmain:info:hdl:2441/eu4vqp9ompqllr09j0031f620 is not listed on IDEAS
- Kruiniger, Hugo, 2018.
"A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions,"
MPRA Paper
88623, University Library of Munich, Germany.
- Kruiniger, Hugo, 2018. "A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions," MPRA Paper 110375, University Library of Munich, Germany, revised 15 Aug 2021.
- repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- 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.
- Shiu, Ji-Liang & Hu, Yingyao, 2013.
"Identification and estimation of nonlinear dynamic panel data models with unobserved covariates,"
Journal of Econometrics, Elsevier, vol. 175(2), pages 116-131.
- Ji-Liang Shiu & Yingyao Hu, 2010. "Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates," Economics Working Paper Archive 557, The Johns Hopkins University,Department of Economics.
- repec:spo:wpmain:info:hdl:2441/dambferfb7dfprc9m052g20qh is not listed on IDEAS
- 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.
- Geert Dhaene & Koen Jochmans, 2011.
"Profile-score Adjustements for Nonlinearfixed-effect Models,"
Working Papers
hal-01073733, HAL.
- Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," SciencePo Working papers hal-01073733, HAL.
- Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
- Shakeeb Khan & Fu Ouyang & Elie Tamer, 2019. "Inference on Semiparametric Multinomial Response Models," Boston College Working Papers in Economics 980, Boston College Department of Economics.
- Karyne B. Charbonneau, 2014. "Multiple Fixed Effects in Binary Response Panel Data Models," Staff Working Papers 14-17, Bank of Canada.
- 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.
- Patrick GAGLIARDINI & Christian GOURIEROUX, 2009. "Efficiency in Large Dynamic Panel Models with Common Factor," Swiss Finance Institute Research Paper Series 09-12, Swiss Finance Institute.
- Patrick GAGLIARDINI & Christian GOURIEROUX, 2010. "Efficiency in Large Dynamic Panel Models with Common Factor," Working Papers 2010-05, Center for Research in Economics and Statistics.
- 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.
- 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.
- 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.
- 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.
- 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.
- Maurice J.G. Bun & Martin A. Carree & Artūras Juodis, 2017.
"On Maximum Likelihood Estimation of Dynamic Panel Data Models,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 463-494, August.
- Maurice J.G. Bun & Martin A. Carree & Arturas Juodis, 2014. "On Maximum Likelihood estimation of dynamic panel data models," UvA-Econometrics Working Papers 14-04, Universiteit van Amsterdam, Dept. of Econometrics.
- Guangjie Li, 2015. "Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects," Econometrics, MDPI, vol. 3(3), pages 1-31, July.
- St'ephane Bonhomme & Martin Weidner, 2019.
"Posterior Average Effects,"
Papers
1906.06360, arXiv.org, revised Sep 2021.
- Stéphane Bonhomme & Martin Weidner, 2019. "Posterior average effects," CeMMAP working papers CWP43/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- repec:hal:spmain:info:hdl:2441/323dml6suu9mb9otmuenjljv9a is not listed on IDEAS
- 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.
- Thomas A. Severini, 2023. "Integrated likelihood inference in multinomial distributions," METRON, Springer;Sapienza Università di Roma, vol. 81(2), pages 131-142, August.
- repec:hal:spmain:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
- repec:hal:wpspec:info:hdl:2441/eu4vqp9ompqllr09j0031f620 is not listed on IDEAS
- repec:hal:wpspec:info:hdl:2441/eu4vqp9ompqllr09ij4oge90i is not listed on IDEAS
- Michael Creel & Dennis Kristensen, "undated".
"Indirect Likelihood Inference,"
Working Papers
558, Barcelona School of Economics.
- Michael Creel & Dennis Kristensen, 2011. "Indirect likelihood inference," UFAE and IAE Working Papers 874.11, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Creel, Michael & Kristensen, Dennis, 2011. "Indirect Likelihood Inference," Dynare Working Papers 8, CEPREMAP.
- Shakeeb Khan & Fu Ouyang & Elie Tamer, 2021. "Inference on semiparametric multinomial response models," Quantitative Economics, Econometric Society, vol. 12(3), pages 743-777, July.
- repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
- 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, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," SciencePo Working papers Main hal-03391995, 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.
- Kerem Tuzcuoglu, 2019. "Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects," Staff Working Papers 19-16, Bank of Canada.
- Hugo Kruiniger, 2021. "Root-n-consistent Conditional ML estimation of dynamic panel logit models with fixed effects," Papers 2103.04973, arXiv.org, revised Apr 2021.
- Pakel, Cavit, 2019. "Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence," Journal of Econometrics, Elsevier, vol. 213(2), pages 459-492.
- Wei, Shang-Jin & Wei, Ziru, 2014. "Assessing Market Failures in Export Pioneering Activities: A Structural Estimation Approach," CEPR Discussion Papers 10187, C.E.P.R. Discussion Papers.
- Forneron, Jean-Jacques & Ng, Serena, 2018.
"The ABC of simulation estimation with auxiliary statistics,"
Journal of Econometrics, Elsevier, vol. 205(1), pages 112-139.
- Jean-Jacques Forneron & Serena Ng, 2015. "The ABC of Simulation Estimation with Auxiliary Statistics," Papers 1501.01265, arXiv.org, revised Oct 2017.
- Irene Botosaru & Chris Muris, 2017.
"Binarization for panel models with fixed effects,"
CeMMAP working papers
31/17, Institute for Fiscal Studies.
- Irene Botosaru & Chris Muris, 2017. "Binarization for panel models with fixed effects," CeMMAP working papers CWP31/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
- Liu, Ruiqi & Shang, Zuofeng & Zhang, Yonghui & Zhou, Qiankun, 2020.
"Identification and estimation in panel models with overspecified number of groups,"
Journal of Econometrics, Elsevier, vol. 215(2), pages 574-590.
- Ruiqi Liu & Anton Schick & Zuofeng Shang & Yonghui Zhang & Qiankun Zhou, 2018. "Identification and estimation in panel models with overspecified number of groups," Departmental Working Papers 2018-03, Department of Economics, Louisiana State University.
- Dhaene, Geert & Sun, Yutao, 2021. "Second-order corrected likelihood for nonlinear panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 220(2), pages 227-252.
- Geert Dhaene & Koen Jochmans, 2011.
"An Adjusted profile likelihood for non-stationary panel data models with fixed effects,"
SciencePo Working papers Main
hal-01073732, HAL.
- Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.
- repec:hal:spmain:info:hdl:2441/eu4vqp9ompqllr09ij4oge90i is not listed on IDEAS
- Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
- repec:hal:wpspec:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 32/14, Institute for Fiscal Studies.
- Bester, C. Alan & Hansen, Christian B., 2016. "Grouped effects estimators in fixed effects models," Journal of Econometrics, Elsevier, vol. 190(1), pages 197-208.
- Venkata Mrudula Bhimavarapu & Shailesh Rastogi & Jagjeevan Kanoujiya & Aashi Rawal, 2023. "Repercussion of financial distress and corporate disclosure on the valuation of non-financial firms in India," Future Business Journal, Springer, vol. 9(1), pages 1-19, December.
- repec:hal:wpspec:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
- Stéphane Bonhomme & Martin Weidner, 2020. "Posterior average effects," CeMMAP working papers CWP49/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xuan Leng & Jiaming Mao & Yutao Sun, 2023. "Debiased inference for dynamic nonlinear models with two-way fixed effects," Papers 2305.03134, arXiv.org, revised Oct 2023.
- Geert Dhaene & Koen Jochmans, 2011.
"An Adjusted profile likelihood for non-stationary panel data models with fixed effects,"
Working Papers
hal-01073732, HAL.
- Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," SciencePo Working papers hal-01073732, HAL.
- repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09j0031f620 is not listed on IDEAS
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers 60/13, Institute for Fiscal Studies.
- Golovan, Sergei & Volchkova, Natalya, 2022. "How costly is exporting? An empirical assessment of trade model with heterogeneous firms," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 68, pages 93-116.
- Michael Creel, 2009. "A Data Mining Approach to Indirect Inference," UFAE and IAE Working Papers 788.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 25 Oct 2009.
- Irene Botosaru & Chris Muris & Krishna Pendakur, 2020.
"Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares,"
CeMMAP working papers
CWP26/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers 2020-09, McMaster University.
- repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09ij4oge90i is not listed on IDEAS
- 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.
- 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.
- repec:hal:wpspec:info:hdl:2441/dambferfb7dfprc9m052g20qh is not listed on IDEAS
- Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.
- repec:spo:wpmain:info:hdl:2441/eu4vqp9ompqllr09ij4oge90i is not listed on IDEAS
- Bo E. Honoré & Martin Weidner, 2021. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," Working Papers 2021-79, Princeton University. Economics Department..
- Marta F. Arroyabe & Martin Schumann, 2022. "On the Estimation of True State Dependence in the Persistence of Innovation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 850-893, August.
- repec:hal:spmain:info:hdl:2441/eu4vqp9ompqllr09j0031f620 is not listed on IDEAS
- Bo E. Honoré & Martin Weidner, 2020. "Moment Conditions for Dynamic Panel Logit Models with Fixed Effects," CeMMAP working papers CWP38/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- repec:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- Geert Dhaene & Martin Weidner, 2023. "Approximate Functional Differencing," Papers 2301.13736, arXiv.org, revised May 2023.