Second-order corrected likelihood for nonlinear panel models with fixed effects
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DOI: 10.1016/j.jeconom.2020.04.001
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- Geert Dhaene & Koen Jochmans, 2015.
"Split-panel Jackknife Estimation of Fixed-effect Models,"
Review of Economic Studies, Oxford University Press, 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," Sciences Po Economics Discussion Papers 2014-03, Sciences Po Departement of Economics.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
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Econometric Theory, Cambridge University Press, vol. 32(5), pages 1178-1215, October.
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"Split-panel Jackknife Estimation of Fixed-effect Models,"
Review of Economic Studies, Oxford University Press, vol. 82(3), pages 991-1030.
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Econometric Theory, Cambridge University Press, vol. 32(5), pages 1178-1215, October.
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Review of Economic Studies, Oxford University Press, vol. 82(3), pages 991-1030.
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Review of Economic Studies, Oxford University Press, vol. 82(3), pages 991-1030.
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Review of Economic Studies, Oxford University Press, vol. 82(3), pages 991-1030.
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- 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," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
- repec:hal:wpspec:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- Geert Dhaene & Koen Jochmans, 2015.
"Split-panel Jackknife Estimation of Fixed-effect Models,"
Review of Economic Studies, Oxford University Press, 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, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, 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, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po publications 2014-03, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
- 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," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po Economics Discussion Papers 2014-03, Sciences Po Departement of Economics.
- 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.
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"Bootstrap inference for fixed-effect models,"
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- repec:hal:spmain:info:hdl:2441/dambferfb7dfprc9m052g20qh 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, 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," Post-Print 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," 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.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," SciencePo Working papers Main hal-03391995, HAL.
- repec:hal:spmain:info:hdl:2441/eu4vqp9ompqllr09j0031f620 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 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.
- repec:hal:wpspec:info:hdl:2441/dambferfb7dfprc9m052g20qh 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," Sciences Po publications 2013-07, Sciences Po.
- 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," Post-Print 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, 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, 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," 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, 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.
- Geert Dhaene & Koen Jochmans, 2011. "Profile-score Adjustements for Nonlinearfixed-effect Models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
- repec:hal:spmain:info:hdl:2441/1mc4dip81d9t8r0t57fe1h8lap is not listed on IDEAS
- repec:hal:wpspec:info:hdl:2441/eu4vqp9ompqllr09j0031f620 is not listed on IDEAS
- repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09j0031f620 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, 2013. "Likelihood inference in an Autoregression with fixed effects," Sciences Po publications 2013-07, Sciences Po.
- 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," 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, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," SciencePo Working papers Main hal-03391995, HAL.
- 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.
- 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.
- 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.
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"Fixed Effects Estimation of Large-TPanel Data Models,"
Annual Review of Economics, Annual Reviews, vol. 10(1), pages 109-138, August.
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- Ivan Fernandez-Val & Martin Weidner, 2017. "Fixed effect estimation of large T panel data models," CeMMAP working papers CWP42/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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Journal of Econometrics, Elsevier, vol. 163(2), pages 144-162, August.
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- Francis Vella & Ivan Fernandez-Val, 2007. "Bias Corrections for Two-Step Fixed Effects Panel Data Estimators," Boston University - Department of Economics - Working Papers Series WP2007-010, Boston University - Department of Economics.
- Fernández-Val, Iván & Vella, Francis, 2007. "Bias Corrections for Two-Step Fixed Effects Panel Data Estimators," IZA Discussion Papers 2690, Institute of Labor Economics (IZA).
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"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," Papers 1311.7065, arXiv.org, revised Dec 2018.
- 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," CeMMAP working papers CWP60/13, 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 CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Artūras Juodis, 2018. "Rank based cointegration testing for dynamic panels with fixed T," Empirical Economics, Springer, vol. 55(2), pages 349-389, September.
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More about this item
Keywords
Nonlinear panel data models; Fixed effects; Incidental parameter problem; Bias correction;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
Statistics
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